+319.9%
IP vs COO
+5,456.7%
-5,136.8%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.5% | -3.8% |
| 7D | -5.0% | +5.3% | -10.2% | -5.4% |
| 30D | +6.5% | +12.5% | -6.0% | +5.4% |
| 3M | -18.0% | -15.1% | -2.9% | -16.9% |
| 6M | +10.3% | +3.7% | +6.6% | +9.8% |
| YTD | -9.9% | -22.5% | +12.6% | -8.0% |
| 1Y | -1.1% | -7.8% | +6.7% | -0.5% |
| 3Y | +13.0% | -24.1% | +37.1% | +15.1% |
| 5Y | -12.3% | -40.1% | +27.8% | -9.2% |
| 10Y | +26.8% | +44.7% | -17.9% | +23.3% |
| All | +319.9% | +5,456.7% | -5,136.8% | +269.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling