+454.0%
COF vs IAG
+378.9%
+75.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.6% | -1.6% |
| 7D | -2.7% | +1.7% | -4.3% | -2.8% |
| 30D | -3.4% | +11.4% | -14.8% | -4.2% |
| 3M | +15.4% | +33.0% | -17.6% | +12.8% |
| 6M | +14.4% | -6.0% | +20.4% | +14.2% |
| YTD | -12.0% | +24.6% | -36.5% | -14.3% |
| 1Y | -3.7% | +105.0% | -108.7% | -9.9% |
| 3Y | +121.1% | +837.9% | -716.8% | +80.6% |
| 5Y | +47.8% | +817.0% | -769.1% | +17.2% |
| 10Y | +250.3% | +425.3% | -175.0% | +170.5% |
| All | +454.0% | +378.9% | +75.2% | +274.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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