+310.1%
COP vs IRM
+481.3%
-171.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -6.1% | -5.1% | -1.0% | -4.8% |
| 30D | +1.1% | -3.3% | +4.4% | +1.7% |
| 3M | +10.9% | -8.2% | +19.1% | +13.1% |
| 6M | +20.8% | -12.8% | +33.5% | +24.5% |
| YTD | +48.0% | +36.6% | +11.4% | +27.5% |
| 1Y | +58.5% | +11.9% | +46.6% | +47.0% |
| 3Y | +28.1% | +105.1% | -77.0% | -12.0% |
| 5Y | +120.5% | +182.4% | -61.9% | +27.4% |
| 10Y | +310.1% | +505.1% | -195.0% | +80.9% |
| All | +310.1% | +481.3% | -171.2% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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