+64.1%
COP vs IP
-5.8%
+70.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.1% | +1.7% |
| 7D | +4.4% | -0.3% | +4.7% | +4.4% |
| 30D | 0.0% | +7.9% | -8.0% | +0.9% |
| 3M | +15.0% | -15.3% | +30.3% | +13.3% |
| 6M | +22.0% | +10.5% | +11.5% | +22.7% |
| YTD | +55.3% | -9.4% | +64.7% | +57.1% |
| 1Y | +64.1% | -4.6% | +68.8% | +63.4% |
| All | +64.1% | -5.8% | +70.0% | +63.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling