+191.7%
COP vs IAG
+766.8%
-575.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.7% |
| 7D | -0.8% | +4.3% | -5.1% | -1.2% |
| 30D | +15.6% | +9.8% | +5.8% | +14.6% |
| 3M | +14.3% | +28.9% | -14.6% | +11.6% |
| 6M | +17.0% | -7.6% | +24.6% | +17.0% |
| YTD | +47.4% | +22.0% | +25.5% | +42.2% |
| 1Y | +52.4% | +99.5% | -47.1% | +38.2% |
| 3Y | +20.8% | +818.3% | -797.4% | -14.4% |
| 5Y | +191.7% | +785.9% | -594.2% | +92.7% |
| All | +191.7% | +766.8% | -575.1% | +92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling