+317.8%
COP vs IP
+25.2%
+292.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | +0.5% |
| 7D | -9.7% | -5.0% | -4.7% | -7.9% |
| 30D | +4.7% | +6.5% | -1.8% | +1.7% |
| 3M | +18.5% | -18.0% | +36.6% | +27.4% |
| 6M | +11.4% | +10.3% | +1.1% | +2.4% |
| YTD | +47.9% | -9.9% | +57.8% | +45.6% |
| 1Y | +59.3% | -1.1% | +60.4% | +49.1% |
| 3Y | +23.6% | +13.0% | +10.6% | -0.7% |
| 5Y | +113.1% | -12.3% | +125.4% | +93.1% |
| All | +317.8% | +25.2% | +292.5% | +219.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling