+1,789.0%
COP vs IBN
+1,532.9%
+256.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | +3.0% | +1.4% | +1.6% | +2.7% |
| 30D | +17.5% | -0.3% | +17.8% | +17.6% |
| 3M | +13.4% | +17.1% | -3.8% | +9.2% |
| 6M | +17.7% | +3.4% | +14.3% | +16.1% |
| YTD | +46.6% | +2.5% | +44.1% | +44.6% |
| 1Y | +44.6% | -4.2% | +48.8% | +44.6% |
| 3Y | +20.7% | +32.4% | -11.7% | +11.2% |
| 5Y | +185.0% | +59.2% | +125.9% | +149.2% |
| 10Y | +347.0% | +345.7% | +1.3% | +204.2% |
| All | +1,789.0% | +1,532.9% | +256.1% | +853.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling