+61.9%
COP vs IRE
-97.7%
+159.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -15.8% | +16.6% | +0.6% |
| 7D | -6.1% | -41.9% | +35.8% | -6.6% |
| 30D | +1.1% | -75.1% | +76.2% | -0.4% |
| 3M | +10.9% | -82.4% | +93.3% | +9.0% |
| 6M | +20.8% | -95.5% | +116.3% | +18.1% |
| YTD | +48.0% | -93.1% | +141.1% | +44.2% |
| 1Y | +58.5% | -97.8% | +156.3% | +54.8% |
| All | +61.9% | -97.7% | +159.6% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling