-16.1%
IP vs COO
-38.8%
+22.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.7% |
| 7D | -5.3% | -2.2% | -3.0% | -4.5% |
| 30D | -10.9% | -7.0% | -3.8% | -8.5% |
| 3M | +11.2% | +12.2% | -1.0% | +6.6% |
| 6M | -10.2% | -15.1% | +4.9% | -4.9% |
| YTD | -2.0% | -15.1% | +13.1% | +3.8% |
| 1Y | -19.1% | +2.3% | -21.4% | -19.8% |
| 3Y | +20.9% | -23.7% | +44.5% | +27.8% |
| All | -16.1% | -38.8% | +22.7% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling