+157.1%
IP vs COPX
+131.8%
+25.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.7% |
| 7D | -2.8% | -1.5% | -1.2% | -2.2% |
| 30D | +9.2% | -14.0% | +23.2% | +15.8% |
| 3M | -16.1% | -17.1% | +1.0% | -10.1% |
| 6M | +9.6% | -15.9% | +25.5% | +15.3% |
| YTD | -8.8% | +2.6% | -11.4% | -14.0% |
| 1Y | -5.5% | +21.6% | -27.1% | -17.3% |
| 3Y | +19.6% | +142.7% | -123.1% | -26.3% |
| 5Y | -13.5% | +122.2% | -135.7% | -46.9% |
| 10Y | +22.4% | +338.8% | -316.3% | -50.9% |
| All | +157.1% | +131.8% | +25.3% | +29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling