+342.3%
COF vs IEFA
+209.0%
+133.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -0.6% |
| 7D | -6.1% | -2.4% | -3.7% | -3.1% |
| 30D | -5.2% | -2.1% | -3.1% | -2.5% |
| 3M | +17.0% | +5.5% | +11.5% | +9.3% |
| 6M | +12.9% | +8.1% | +4.8% | +1.7% |
| YTD | -13.5% | +11.9% | -25.5% | -25.7% |
| 1Y | -5.9% | +18.1% | -23.9% | -24.4% |
| 3Y | +117.1% | +65.5% | +51.7% | +12.1% |
| 5Y | +45.4% | +50.1% | -4.7% | -13.6% |
| 10Y | +244.1% | +144.2% | +99.8% | +20.5% |
| All | +342.3% | +209.0% | +133.3% | +13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling