+879.4%
COF vs IEF
+128.5%
+751.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.9% |
| 7D | -2.7% | -0.3% | -2.3% | -3.1% |
| 30D | -3.4% | -0.6% | -2.8% | -4.3% |
| 3M | +15.4% | -1.0% | +16.4% | +13.3% |
| 6M | +14.4% | -3.1% | +17.5% | +8.1% |
| YTD | -12.0% | -1.9% | -10.1% | -15.0% |
| 1Y | -3.7% | -1.4% | -2.4% | -6.2% |
| 3Y | +121.1% | +9.8% | +111.3% | +157.6% |
| 5Y | +47.8% | -8.8% | +56.6% | +15.1% |
| 10Y | +250.3% | +4.7% | +245.6% | +286.0% |
| All | +879.4% | +128.5% | +751.0% | +7,375.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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