+340.2%
COP vs IBN
+312.2%
+28.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.6% |
| 7D | -0.5% | -5.1% | +4.6% | +1.1% |
| 30D | +11.7% | -3.5% | +15.2% | +12.9% |
| 3M | +17.7% | +11.3% | +6.4% | +13.4% |
| 6M | +18.3% | +4.4% | +13.9% | +15.6% |
| YTD | +49.1% | -1.8% | +50.9% | +48.2% |
| 1Y | +53.3% | -8.0% | +61.3% | +55.5% |
| 3Y | +22.2% | +27.1% | -4.9% | +8.7% |
| 5Y | +193.3% | +54.5% | +138.8% | +138.3% |
| 10Y | +340.2% | +314.2% | +26.0% | +163.3% |
| All | +340.2% | +312.2% | +28.0% | +163.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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