+26.6%
IP vs COPX
+158.0%
-131.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.4% |
| 7D | -5.3% | -4.0% | -1.3% | -4.1% |
| 30D | -10.9% | +4.5% | -15.4% | -12.0% |
| 3M | +11.2% | +0.8% | +10.3% | +10.1% |
| 6M | -10.2% | +3.2% | -13.4% | -12.4% |
| YTD | -2.0% | +26.7% | -28.7% | -11.3% |
| 1Y | -19.1% | +85.7% | -104.8% | -35.3% |
| All | +26.6% | +158.0% | -131.3% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling