+53.3%
COP vs IAG
+102.4%
-49.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +1.2% |
| 7D | -0.5% | +1.7% | -2.2% | -0.4% |
| 30D | +11.7% | +11.4% | +0.3% | +12.5% |
| 3M | +17.7% | +33.0% | -15.3% | +20.4% |
| 6M | +18.3% | -6.0% | +24.3% | +20.8% |
| YTD | +49.1% | +24.6% | +24.5% | +51.0% |
| 1Y | +53.3% | +105.0% | -51.7% | +54.1% |
| All | +53.3% | +102.4% | -49.1% | +54.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling