+21.2%
IP vs COPX
+592.9%
-571.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.1% | -6.1% | -3.6% |
| 7D | +0.1% | +5.8% | -5.7% | -2.2% |
| 30D | -11.2% | +7.2% | -18.5% | -13.8% |
| 3M | +12.3% | +16.5% | -4.2% | +4.8% |
| 6M | -5.2% | +18.4% | -23.7% | -13.2% |
| YTD | -4.0% | +31.9% | -35.9% | -17.2% |
| 1Y | -19.2% | +88.5% | -107.7% | -40.5% |
| 3Y | +20.3% | +173.1% | -152.8% | -27.6% |
| 5Y | -17.5% | +193.1% | -210.6% | -54.2% |
| 10Y | +21.2% | +591.7% | -570.5% | -59.6% |
| All | +21.2% | +592.9% | -571.8% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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