+124.3%
COF vs IBB
+64.8%
+59.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -1.3% |
| 7D | +1.2% | -1.7% | +2.9% | +2.3% |
| 30D | -1.4% | +4.9% | -6.3% | -4.4% |
| 3M | +19.0% | +24.2% | -5.2% | +3.3% |
| 6M | +14.9% | +23.8% | -9.0% | -0.4% |
| YTD | -10.7% | +23.0% | -33.6% | -22.4% |
| 1Y | -1.3% | +46.2% | -47.4% | -24.2% |
| 3Y | +124.3% | +64.8% | +59.5% | +63.1% |
| All | +124.3% | +64.8% | +59.5% | +63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling