+43.1%
COF vs IJR
+39.9%
+3.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | 0.0% |
| 7D | -5.1% | -2.2% | -3.0% | -2.6% |
| 30D | -6.0% | -4.6% | -1.4% | -0.6% |
| 3M | +14.8% | +0.2% | +14.6% | +14.7% |
| 6M | +15.3% | +14.7% | +0.6% | -1.8% |
| YTD | -13.0% | +18.9% | -31.9% | -28.6% |
| 1Y | -5.7% | +19.9% | -25.7% | -23.5% |
| 3Y | +118.1% | +53.0% | +65.1% | +32.8% |
| All | +43.1% | +39.9% | +3.2% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling