+242.0%
COF vs IJH
+184.0%
+58.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | -0.5% |
| 7D | -5.1% | -1.9% | -3.3% | -2.7% |
| 30D | -6.0% | -4.6% | -1.4% | +0.2% |
| 3M | +14.8% | -1.2% | +16.0% | +16.7% |
| 6M | +15.3% | +9.4% | +5.9% | +2.2% |
| YTD | -13.0% | +13.3% | -26.4% | -26.3% |
| 1Y | -5.7% | +13.4% | -19.1% | -20.1% |
| 3Y | +118.1% | +50.4% | +67.7% | +27.3% |
| 5Y | +46.2% | +49.0% | -2.7% | -12.2% |
| All | +242.0% | +184.0% | +58.0% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 10y: compounded portfolio wealth divided by compounded IJH 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…
10y analysis · Full analysis span regression · 6 months rolling