+4,583.6%
COP vs IP
+345.0%
+4,238.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.5% | -6.7% | -5.7% |
| 7D | -8.1% | +3.4% | -11.5% | -9.2% |
| 30D | +6.7% | +11.2% | -4.6% | +2.7% |
| 3M | +16.9% | -14.8% | +31.7% | +22.2% |
| 6M | +11.2% | +17.3% | -6.1% | +2.5% |
| YTD | +49.5% | -6.2% | +55.7% | +46.2% |
| 1Y | +60.7% | +2.3% | +58.3% | +52.2% |
| 3Y | +24.9% | +17.7% | +7.3% | +9.0% |
| 5Y | +121.7% | -8.4% | +130.1% | +108.0% |
| 10Y | +333.8% | +32.1% | +301.7% | +257.9% |
| All | +4,583.6% | +345.0% | +4,238.7% | +2,315.2% |
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