-6.7%
IP vs COO
-13.9%
+7.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.6% |
| 7D | -0.9% | -2.1% | +1.2% | 0.0% |
| 30D | +6.7% | +13.9% | -7.2% | +1.3% |
| 3M | -16.6% | -18.9% | +2.4% | -7.5% |
| 6M | +6.0% | +3.7% | +2.3% | +3.3% |
| YTD | -10.7% | -24.1% | +13.4% | +7.4% |
| 1Y | -6.7% | -14.2% | +7.5% | +3.2% |
| All | -6.7% | -13.9% | +7.2% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling