+14.8%
IP vs COPX
+120.4%
-105.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.4% |
| 7D | -5.1% | -1.0% | -4.1% | -4.8% |
| 30D | +8.5% | -14.8% | +23.3% | +13.2% |
| 3M | -13.8% | -17.2% | +3.4% | -9.6% |
| 6M | +5.7% | -14.5% | +20.2% | +9.0% |
| YTD | -9.1% | -0.4% | -8.7% | -12.5% |
| 1Y | -0.8% | +21.9% | -22.7% | -10.5% |
| 3Y | +14.8% | +123.7% | -108.9% | -18.4% |
| All | +14.8% | +120.4% | -105.6% | -18.4% |
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