+325.0%
COP vs IBN
+389.8%
-64.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +0.7% | +11.1% | -10.5% | -2.7% |
| 30D | +0.2% | +23.9% | -23.6% | -6.6% |
| 3M | +10.2% | +16.3% | -6.1% | +4.7% |
| 6M | +20.1% | +34.2% | -14.1% | +8.5% |
| YTD | +50.5% | +17.6% | +33.0% | +40.9% |
| 1Y | +56.8% | +13.8% | +43.0% | +48.4% |
| 3Y | +30.3% | +57.0% | -26.7% | +7.7% |
| 5Y | +126.8% | +75.3% | +51.5% | +76.8% |
| 10Y | +325.0% | +388.7% | -63.7% | +137.8% |
| All | +325.0% | +389.8% | -64.9% | +137.8% |
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