+24.9%
COP vs IFF
+29.7%
-4.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +1.0% | -2.8% | +3.8% | +1.0% |
| 30D | +9.6% | -1.1% | +10.7% | +9.6% |
| 3M | +15.0% | +13.8% | +1.2% | +14.5% |
| 6M | +21.8% | +16.7% | +5.1% | +20.6% |
| YTD | +49.6% | +26.1% | +23.5% | +45.9% |
| 1Y | +49.9% | +33.5% | +16.4% | +44.4% |
| All | +24.9% | +29.7% | -4.7% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 3y: compounded portfolio wealth divided by compounded IFF 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…
3y analysis · Full analysis span regression · 6 months rolling