-5.1%
COF vs IFF
+44.8%
-49.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.7% | -0.3% |
| 7D | +0.7% | -3.3% | +4.0% | +1.3% |
| 30D | +5.7% | +5.3% | +0.4% | +4.6% |
| 3M | -6.7% | +8.9% | -15.6% | -8.4% |
| 6M | +9.5% | +26.3% | -16.9% | +4.2% |
| YTD | -13.9% | +32.2% | -46.1% | -20.9% |
| 1Y | -5.1% | +45.8% | -50.8% | -14.9% |
| All | -5.1% | +44.8% | -49.9% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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