+15.9%
IP vs COPX
+318.2%
-302.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -0.8% |
| 7D | -0.9% | +1.1% | -2.0% | -1.3% |
| 30D | +6.7% | -15.9% | +22.6% | +13.8% |
| 3M | -16.6% | -19.6% | +3.0% | -9.8% |
| 6M | +6.0% | -21.5% | +27.5% | +14.4% |
| YTD | -10.7% | -0.8% | -9.9% | -14.5% |
| 1Y | -6.7% | +15.2% | -21.8% | -16.3% |
| 3Y | +17.1% | +134.7% | -117.6% | -26.3% |
| 5Y | -14.6% | +111.3% | -125.9% | -46.2% |
| All | +15.9% | +318.2% | -302.3% | -54.9% |
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