+242.0%
COF vs IBB
+125.5%
+116.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.5% |
| 7D | -5.1% | -4.2% | -0.9% | -2.3% |
| 30D | -6.0% | +1.1% | -7.1% | -7.0% |
| 3M | +14.8% | +19.0% | -4.2% | +1.5% |
| 6M | +15.3% | +18.9% | -3.5% | +1.8% |
| YTD | -13.0% | +20.3% | -33.4% | -24.1% |
| 1Y | -5.7% | +41.5% | -47.2% | -26.7% |
| 3Y | +118.1% | +60.3% | +57.9% | +54.1% |
| 5Y | +46.2% | +18.7% | +27.5% | +24.6% |
| All | +242.0% | +125.5% | +116.5% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling