+64.6%
COP vs IRE
-97.5%
+162.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +12.1% | -10.4% | +1.8% |
| 7D | +0.7% | -15.1% | +15.8% | +0.6% |
| 30D | +0.2% | -71.4% | +71.6% | -1.1% |
| 3M | +10.2% | -81.2% | +91.4% | +8.3% |
| 6M | +20.1% | -93.7% | +113.8% | +17.7% |
| YTD | +50.5% | -92.2% | +142.7% | +46.9% |
| 1Y | +56.8% | -97.3% | +154.1% | +53.4% |
| All | +64.6% | -97.5% | +162.0% | +61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling