+191.7%
COP vs IBN
+56.7%
+135.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.9% |
| 7D | -0.8% | -2.2% | +1.3% | -0.6% |
| 30D | +15.6% | -2.3% | +17.9% | +15.9% |
| 3M | +14.3% | +15.9% | -1.5% | +11.9% |
| 6M | +17.0% | +5.6% | +11.4% | +16.0% |
| YTD | +47.4% | -0.1% | +47.5% | +47.4% |
| 1Y | +52.4% | -6.5% | +58.9% | +54.3% |
| 3Y | +20.8% | +29.3% | -8.5% | +13.1% |
| 5Y | +191.7% | +56.6% | +135.1% | +168.5% |
| All | +191.7% | +56.7% | +135.0% | +168.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling