+337.2%
IP vs COO
+5,536.4%
-5,199.2%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.9% | -4.4% | +1.0% |
| 7D | +3.4% | +8.4% | -5.0% | +2.6% |
| 30D | +11.2% | +13.5% | -2.2% | +10.0% |
| 3M | -14.8% | -13.8% | -1.0% | -13.8% |
| 6M | +17.3% | +4.7% | +12.6% | +16.6% |
| YTD | -6.2% | -21.4% | +15.2% | -4.3% |
| 1Y | +2.3% | -6.7% | +9.1% | +2.9% |
| 3Y | +17.7% | -23.0% | +40.7% | +19.6% |
| 5Y | -8.4% | -38.7% | +30.3% | -5.4% |
| 10Y | +32.1% | +46.8% | -14.7% | +28.2% |
| All | +337.2% | +5,536.4% | -5,199.2% | +284.0% |
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