-16.1%
IP vs COPX
+171.2%
-187.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.1% |
| 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% | -11.5% |
| 1Y | -19.1% | +85.7% | -104.8% | -35.8% |
| 3Y | +20.9% | +151.2% | -130.3% | -16.0% |
| All | -16.1% | +171.2% | -187.3% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling