+4,492.0%
COP vs IP
+364.8%
+4,127.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.8% |
| 7D | +3.0% | -5.3% | +8.3% | +4.7% |
| 30D | +17.5% | -10.9% | +28.3% | +21.7% |
| 3M | +13.4% | +11.2% | +2.2% | +7.5% |
| 6M | +17.7% | -10.2% | +28.0% | +18.0% |
| YTD | +46.6% | -2.0% | +48.6% | +42.0% |
| 1Y | +44.6% | -19.1% | +63.7% | +48.4% |
| 3Y | +20.7% | +20.9% | -0.2% | +4.8% |
| 5Y | +185.0% | -17.8% | +202.9% | +178.9% |
| 10Y | +347.0% | +23.5% | +323.5% | +277.2% |
| All | +4,492.0% | +364.8% | +4,127.2% | +2,245.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling