+186.4%
COP vs IP
-17.2%
+203.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.5% |
| 7D | +3.0% | -5.3% | +8.3% | +4.1% |
| 30D | +17.5% | -10.9% | +28.3% | +20.2% |
| 3M | +13.4% | +11.2% | +2.2% | +9.2% |
| 6M | +17.7% | -10.2% | +28.0% | +19.7% |
| YTD | +46.6% | -2.0% | +48.6% | +44.2% |
| 1Y | +44.6% | -19.1% | +63.7% | +50.6% |
| 3Y | +20.7% | +20.9% | -0.2% | +7.0% |
| All | +186.4% | -17.2% | +203.6% | +194.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling