+298.3%
COP vs IP
+31.6%
+266.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -2.5% |
| 7D | -8.4% | -3.0% | -5.4% | -7.4% |
| 30D | +0.3% | +10.6% | -10.3% | -4.1% |
| 3M | +15.1% | -13.6% | +28.7% | +21.1% |
| 6M | +19.8% | +10.4% | +9.3% | +10.4% |
| YTD | +46.8% | -6.5% | +53.3% | +42.3% |
| 1Y | +59.7% | -2.1% | +61.9% | +50.9% |
| 3Y | +28.7% | +22.0% | +6.7% | -0.5% |
| 5Y | +110.7% | -9.7% | +120.4% | +89.1% |
| 10Y | +298.3% | +26.8% | +271.5% | +206.1% |
| All | +298.3% | +31.6% | +266.7% | +206.1% |
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