+235.2%
IYR vs COPX
+200.8%
+34.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.4% |
| 7D | -0.9% | +6.0% | -6.9% | -2.4% |
| 30D | -2.4% | +6.4% | -8.8% | -4.1% |
| 3M | -2.0% | +19.3% | -21.3% | -7.4% |
| 6M | +2.5% | +16.2% | -13.8% | -3.5% |
| YTD | +8.3% | +33.2% | -24.8% | -2.9% |
| 1Y | +6.5% | +90.2% | -83.8% | -14.4% |
| 3Y | +29.3% | +175.7% | -146.3% | -9.4% |
| 5Y | +5.7% | +193.1% | -187.4% | -29.4% |
| 10Y | +69.2% | +619.4% | -550.2% | -22.0% |
| All | +235.2% | +200.8% | +34.4% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded COPX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling