+5,555.9%
COF vs IFF
+306.5%
+5,249.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | -5.1% | -3.2% | -2.0% | -3.4% |
| 30D | -6.0% | -0.3% | -5.7% | -5.9% |
| 3M | +14.8% | +8.4% | +6.4% | +8.8% |
| 6M | +15.3% | +23.0% | -7.7% | -0.2% |
| YTD | -13.0% | +25.5% | -38.5% | -26.3% |
| 1Y | -5.7% | +29.1% | -34.8% | -21.9% |
| 3Y | +118.1% | +31.7% | +86.5% | +69.6% |
| 5Y | +46.2% | -35.2% | +81.4% | +65.6% |
| 10Y | +246.1% | -20.7% | +266.8% | +224.9% |
| All | +5,555.9% | +306.5% | +5,249.5% | +1,928.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling