+340.2%
COP vs IRM
+418.7%
-78.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.4% |
| 7D | -0.5% | +3.0% | -3.5% | -1.5% |
| 30D | +11.7% | -5.2% | +16.9% | +13.5% |
| 3M | +17.7% | -8.0% | +25.7% | +20.2% |
| 6M | +18.3% | +9.2% | +9.2% | +12.6% |
| YTD | +49.1% | +41.0% | +8.1% | +28.3% |
| 1Y | +53.3% | +23.3% | +30.1% | +38.0% |
| 3Y | +22.2% | +102.8% | -80.7% | -14.4% |
| 5Y | +193.3% | +192.8% | +0.5% | +70.4% |
| 10Y | +340.2% | +439.6% | -99.4% | +92.1% |
| All | +340.2% | +418.7% | -78.5% | +92.1% |
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