+191.7%
COP vs IRM
+192.5%
-0.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.7% |
| 7D | -0.8% | +1.6% | -2.5% | -1.2% |
| 30D | +15.6% | -4.2% | +19.8% | +16.5% |
| 3M | +14.3% | -5.4% | +19.7% | +15.2% |
| 6M | +17.0% | +12.0% | +5.0% | +12.2% |
| YTD | +47.4% | +42.0% | +5.4% | +32.0% |
| 1Y | +52.4% | +29.9% | +22.5% | +39.2% |
| 3Y | +20.8% | +104.4% | -83.5% | -9.3% |
| 5Y | +191.7% | +191.0% | +0.7% | +110.0% |
| All | +191.7% | +192.5% | -0.8% | +110.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling