+242.0%
COF vs IBN
+324.2%
-82.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | -0.3% |
| 7D | -5.1% | -3.0% | -2.1% | -3.7% |
| 30D | -6.0% | -1.5% | -4.5% | -5.4% |
| 3M | +14.8% | +7.9% | +6.9% | +10.7% |
| 6M | +15.3% | +8.6% | +6.7% | +10.8% |
| YTD | -13.0% | -0.6% | -12.5% | -12.9% |
| 1Y | -5.7% | -7.3% | +1.6% | -2.6% |
| 3Y | +118.1% | +26.2% | +91.9% | +91.2% |
| 5Y | +46.2% | +57.8% | -11.6% | +14.4% |
| All | +242.0% | +324.2% | -82.2% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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