+2,658.6%
COP vs IRM
+9,964.6%
-7,306.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.5% |
| 7D | +3.0% | -0.5% | +3.5% | +3.1% |
| 30D | +17.5% | -8.1% | +25.6% | +19.9% |
| 3M | +13.4% | -9.7% | +23.0% | +15.8% |
| 6M | +17.7% | +10.0% | +7.7% | +13.4% |
| YTD | +46.6% | +43.0% | +3.6% | +31.2% |
| 1Y | +44.6% | +32.7% | +11.9% | +31.5% |
| 3Y | +20.7% | +102.7% | -82.0% | -4.2% |
| 5Y | +185.0% | +187.6% | -2.5% | +103.1% |
| 10Y | +347.0% | +420.1% | -73.1% | +166.8% |
| All | +2,658.6% | +9,964.6% | -7,306.0% | +1,007.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling