+285.5%
COF vs IBKR
+1,349.8%
-1,064.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -0.8% |
| 7D | -5.1% | -1.3% | -3.8% | -4.3% |
| 30D | -6.0% | -0.2% | -5.8% | -6.5% |
| 3M | +14.8% | +3.0% | +11.9% | +11.0% |
| 6M | +15.3% | +33.9% | -18.5% | -6.6% |
| YTD | -13.0% | +42.5% | -55.6% | -32.8% |
| 1Y | -5.7% | +44.9% | -50.6% | -28.8% |
| 3Y | +118.1% | +293.0% | -174.9% | -18.8% |
| 5Y | +46.2% | +497.7% | -451.4% | -60.7% |
| 10Y | +246.1% | +1,004.4% | -758.3% | -42.7% |
| All | +285.5% | +1,349.8% | -1,064.2% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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