+47.8%
COF vs IBB
+20.0%
+27.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -0.9% |
| 7D | -2.7% | -3.9% | +1.2% | -0.1% |
| 30D | -3.4% | +2.7% | -6.1% | -5.4% |
| 3M | +15.4% | +21.4% | -5.9% | +0.6% |
| 6M | +14.4% | +20.1% | -5.7% | +0.3% |
| YTD | -12.0% | +21.9% | -33.8% | -23.9% |
| 1Y | -3.7% | +44.1% | -47.9% | -26.4% |
| 3Y | +121.1% | +63.4% | +57.7% | +52.5% |
| 5Y | +47.8% | +19.8% | +28.1% | +7.2% |
| All | +47.8% | +20.0% | +27.8% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling