+19.5%
IP vs COPX
+134.4%
-114.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.1% |
| 7D | -0.9% | +1.1% | -2.0% | -1.2% |
| 30D | +6.7% | -15.9% | +22.6% | +11.8% |
| 3M | -16.6% | -19.6% | +3.0% | -11.7% |
| 6M | +6.0% | -21.5% | +27.5% | +12.0% |
| YTD | -10.7% | -0.8% | -9.9% | -13.9% |
| 1Y | -6.7% | +15.2% | -21.8% | -14.3% |
| All | +19.5% | +134.4% | -114.9% | -15.3% |
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