+22.9%
IP vs COO
+49.3%
-26.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.8% |
| 7D | -5.3% | -2.2% | -3.0% | -4.4% |
| 30D | -10.9% | -7.0% | -3.8% | -8.1% |
| 3M | +11.2% | +12.2% | -1.0% | +5.8% |
| 6M | -10.2% | -15.1% | +4.9% | -4.2% |
| YTD | -2.0% | -15.1% | +13.1% | +4.5% |
| 1Y | -19.1% | +2.3% | -21.4% | -20.2% |
| 3Y | +20.9% | -23.7% | +44.5% | +29.3% |
| 5Y | -17.8% | -38.9% | +21.1% | -5.2% |
| All | +22.9% | +49.3% | -26.4% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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