+2,732.6%
COP vs IRM
+9,658.3%
-6,925.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.3% |
| 7D | +0.7% | -5.3% | +5.9% | +1.9% |
| 30D | +0.2% | -2.3% | +2.5% | +0.5% |
| 3M | +10.2% | -7.4% | +17.6% | +11.7% |
| 6M | +20.1% | -12.2% | +32.3% | +22.8% |
| YTD | +50.5% | +38.6% | +11.9% | +35.1% |
| 1Y | +56.8% | +14.9% | +41.9% | +47.7% |
| 3Y | +30.3% | +108.2% | -77.9% | +2.2% |
| 5Y | +126.8% | +183.8% | -57.0% | +61.6% |
| 10Y | +325.0% | +512.6% | -187.6% | +144.0% |
| All | +2,732.6% | +9,658.3% | -6,925.7% | +1,040.2% |
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