+558.5%
COF vs IBN
+1,491.4%
-932.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | 0.0% | -1.7% |
| 7D | +1.2% | -2.2% | +3.4% | +2.0% |
| 30D | -1.4% | -2.3% | +0.9% | -0.6% |
| 3M | +19.0% | +15.9% | +3.2% | +13.1% |
| 6M | +14.9% | +5.6% | +9.3% | +12.8% |
| YTD | -10.7% | -0.1% | -10.6% | -10.6% |
| 1Y | -1.3% | -6.5% | +5.3% | +0.9% |
| 3Y | +124.3% | +29.3% | +95.0% | +103.1% |
| 5Y | +51.1% | +56.6% | -5.4% | +28.1% |
| 10Y | +252.4% | +314.4% | -62.0% | +106.5% |
| All | +558.5% | +1,491.4% | -932.9% | +153.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling