+1,307.6%
COP vs IAG
+377.5%
+930.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.8% |
| 7D | +3.0% | -0.5% | +3.5% | +3.0% |
| 30D | +17.5% | +28.9% | -11.4% | +13.7% |
| 3M | +13.4% | +19.1% | -5.8% | +10.1% |
| 6M | +17.7% | -10.3% | +28.0% | +17.3% |
| YTD | +46.6% | +24.2% | +22.4% | +39.1% |
| 1Y | +44.6% | +116.5% | -71.9% | +26.8% |
| 3Y | +20.7% | +742.8% | -722.1% | -15.3% |
| 5Y | +185.0% | +753.3% | -568.3% | +91.2% |
| 10Y | +347.0% | +403.2% | -56.2% | +189.1% |
| All | +1,307.6% | +377.5% | +930.1% | +588.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling