-5.7%
COF vs IBB
+44.5%
-50.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.5% |
| 7D | -5.1% | -4.2% | -0.9% | -3.5% |
| 30D | -6.0% | +1.1% | -7.1% | -6.4% |
| 3M | +14.8% | +19.0% | -4.2% | +5.8% |
| 6M | +15.3% | +18.9% | -3.5% | +6.1% |
| YTD | -13.0% | +20.3% | -33.4% | -20.3% |
| 1Y | -5.7% | +41.5% | -47.2% | -16.9% |
| All | -5.7% | +44.5% | -50.2% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling