+156.1%
IP vs COPX
+125.0%
+31.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.2% |
| 7D | -5.1% | -1.0% | -4.1% | -4.7% |
| 30D | +8.5% | -14.8% | +23.3% | +15.5% |
| 3M | -13.8% | -17.2% | +3.4% | -7.6% |
| 6M | +5.7% | -14.5% | +20.2% | +10.4% |
| YTD | -9.1% | -0.4% | -8.7% | -13.2% |
| 1Y | -0.8% | +21.9% | -22.7% | -13.3% |
| 3Y | +14.8% | +123.7% | -108.9% | -26.7% |
| 5Y | -11.5% | +121.8% | -133.3% | -45.8% |
| 10Y | +27.9% | +397.9% | -370.0% | -51.7% |
| All | +156.1% | +125.0% | +31.1% | +30.3% |
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 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