+118.1%
COF vs IEFA
+65.7%
+52.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | -0.4% |
| 7D | -5.1% | -1.6% | -3.6% | -3.6% |
| 30D | -6.0% | -1.5% | -4.5% | -4.6% |
| 3M | +14.8% | +3.4% | +11.4% | +11.1% |
| 6M | +15.3% | +9.5% | +5.9% | +5.2% |
| YTD | -13.0% | +13.0% | -26.1% | -23.4% |
| 1Y | -5.7% | +18.0% | -23.7% | -20.6% |
| 3Y | +118.1% | +65.4% | +52.8% | +25.5% |
| All | +118.1% | +65.7% | +52.4% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling