+320.3%
COP vs IP
+26.3%
+294.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | -11.5% | -5.1% | -6.5% | -9.7% |
| 30D | +5.0% | +8.5% | -3.6% | +1.1% |
| 3M | +17.5% | -13.8% | +31.3% | +23.8% |
| 6M | +16.2% | +5.7% | +10.5% | +9.2% |
| YTD | +48.8% | -9.1% | +57.9% | +45.9% |
| 1Y | +64.1% | -0.8% | +64.9% | +53.5% |
| 3Y | +25.7% | +14.8% | +10.9% | +0.2% |
| 5Y | +114.4% | -11.5% | +125.9% | +93.6% |
| All | +320.3% | +26.3% | +294.0% | +220.3% |
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