+325.0%
COP vs IAG
+370.6%
-45.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +1.8% |
| 7D | +0.7% | +3.4% | -2.8% | +0.4% |
| 30D | +0.2% | -2.7% | +2.9% | +0.2% |
| 3M | +10.2% | -0.5% | +10.7% | +9.8% |
| 6M | +20.1% | -4.8% | +24.9% | +19.6% |
| YTD | +50.5% | +9.6% | +40.9% | +46.6% |
| 1Y | +56.8% | +32.2% | +24.6% | +50.0% |
| 3Y | +30.3% | +692.5% | -662.3% | +2.1% |
| 5Y | +126.8% | +447.6% | -320.8% | +76.1% |
| 10Y | +325.0% | +403.3% | -78.4% | +230.8% |
| All | +325.0% | +370.6% | -45.6% | +230.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling