+58.5%
COP vs IBN
+16.2%
+42.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +1.3% |
| 7D | -6.1% | +15.8% | -21.9% | -1.1% |
| 30D | +1.1% | +25.1% | -24.0% | +9.3% |
| 3M | +10.9% | +16.0% | -5.0% | +16.6% |
| 6M | +20.8% | +32.8% | -12.0% | +34.2% |
| YTD | +48.0% | +18.0% | +30.0% | +61.7% |
| 1Y | +58.5% | +15.9% | +42.6% | +75.7% |
| All | +58.5% | +16.2% | +42.4% | +75.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling