-5.1%
COF vs IEFA
+17.0%
-22.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -3.2% |
| 7D | +0.7% | +1.9% | -1.2% | -0.9% |
| 30D | +5.7% | +1.4% | +4.3% | +4.5% |
| 3M | -6.7% | -1.4% | -5.3% | -5.5% |
| 6M | +9.5% | +6.3% | +3.2% | +3.9% |
| YTD | -13.9% | +11.9% | -25.8% | -23.6% |
| 1Y | -5.1% | +17.0% | -22.0% | -21.3% |
| All | -5.1% | +17.0% | -22.1% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 1y: compounded portfolio wealth divided by compounded IEFA 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…
1y analysis · Full analysis span regression · 6 months rolling