+118.1%
COF vs IJH
+49.7%
+68.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | -0.4% |
| 7D | -5.1% | -1.9% | -3.3% | -2.9% |
| 30D | -6.0% | -4.6% | -1.4% | -0.4% |
| 3M | +14.8% | -1.2% | +16.0% | +16.6% |
| 6M | +15.3% | +9.4% | +5.9% | +3.2% |
| YTD | -13.0% | +13.3% | -26.4% | -25.1% |
| 1Y | -5.7% | +13.4% | -19.1% | -18.9% |
| 3Y | +118.1% | +50.4% | +67.7% | +47.2% |
| All | +118.1% | +49.7% | +68.4% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling