+26.8%
IP vs COPX
+368.8%
-342.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.6% | -2.7% | +0.7% |
| 7D | -3.0% | +3.3% | -6.3% | -4.3% |
| 30D | +10.6% | -12.2% | +22.9% | +16.0% |
| 3M | -13.6% | -14.5% | +0.9% | -8.8% |
| 6M | +10.4% | -12.2% | +22.6% | +13.9% |
| YTD | -6.5% | +5.2% | -11.7% | -12.5% |
| 1Y | -2.1% | +27.0% | -29.1% | -15.6% |
| 3Y | +22.0% | +149.1% | -127.1% | -25.0% |
| 5Y | -9.7% | +132.1% | -141.8% | -45.4% |
| 10Y | +26.8% | +365.9% | -339.1% | -51.6% |
| All | +26.8% | +368.8% | -342.0% | -51.6% |
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