+57.2%
COP vs IP
-2.1%
+59.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -1.0% |
| 7D | -8.4% | -3.0% | -5.4% | -8.7% |
| 30D | +0.3% | +10.6% | -10.3% | +1.5% |
| 3M | +15.1% | -13.6% | +28.7% | +13.7% |
| 6M | +19.8% | +10.4% | +9.3% | +20.9% |
| YTD | +46.8% | -6.5% | +53.3% | +48.9% |
| All | +57.2% | -2.1% | +59.3% | +56.9% |
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