-1.5%
COF vs IJR
+25.5%
-27.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.8% |
| 7D | +1.8% | -0.2% | +2.0% | +2.0% |
| 30D | -0.6% | -2.4% | +1.9% | +2.3% |
| 3M | +20.3% | +3.9% | +16.4% | +15.2% |
| 6M | +13.0% | +12.4% | +0.6% | -1.1% |
| YTD | -8.3% | +21.5% | -29.8% | -24.7% |
| 1Y | -1.5% | +24.0% | -25.4% | -20.9% |
| All | -1.5% | +25.5% | -27.0% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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