+62.7%
COP vs IRE
-97.2%
+159.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +39.6% | -39.0% | +1.1% |
| 7D | -11.5% | -27.2% | +15.6% | -11.7% |
| 30D | +5.0% | -75.1% | +80.1% | +3.3% |
| 3M | +17.5% | -77.9% | +95.4% | +15.7% |
| 6M | +16.2% | -94.6% | +110.8% | +13.9% |
| YTD | +48.8% | -91.5% | +140.3% | +45.3% |
| 1Y | +64.1% | -97.8% | +161.9% | +60.3% |
| All | +62.7% | -97.2% | +159.9% | +59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling