+28.1%
COP vs IRM
+105.2%
-77.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -6.1% | -5.1% | -1.0% | -5.7% |
| 30D | +1.1% | -3.3% | +4.4% | +1.3% |
| 3M | +10.9% | -8.2% | +19.1% | +11.7% |
| 6M | +20.8% | -12.8% | +33.5% | +22.3% |
| YTD | +48.0% | +36.6% | +11.4% | +36.9% |
| 1Y | +58.5% | +11.9% | +46.6% | +52.7% |
| 3Y | +28.1% | +105.1% | -77.0% | +5.5% |
| All | +28.1% | +105.2% | -77.1% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling