+4,492.0%
COP vs IFF
+856.0%
+3,635.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | +3.0% | -1.8% | +4.8% | +3.6% |
| 30D | +17.5% | -2.0% | +19.4% | +18.1% |
| 3M | +13.4% | +18.5% | -5.2% | +5.5% |
| 6M | +17.7% | +11.7% | +6.1% | +9.7% |
| YTD | +46.6% | +29.6% | +17.0% | +28.8% |
| 1Y | +44.6% | +35.0% | +9.7% | +24.6% |
| 3Y | +20.7% | +32.3% | -11.6% | +1.5% |
| 5Y | +185.0% | -34.6% | +219.6% | +201.0% |
| 10Y | +347.0% | -20.6% | +367.6% | +323.1% |
| All | +4,492.0% | +856.0% | +3,635.9% | +1,987.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling