+546.9%
COF vs IJR
+1,125.8%
-578.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | -0.1% |
| 7D | -5.1% | -2.2% | -3.0% | -2.4% |
| 30D | -6.0% | -4.6% | -1.4% | -0.1% |
| 3M | +14.8% | +0.2% | +14.6% | +14.6% |
| 6M | +15.3% | +14.7% | +0.6% | -3.3% |
| YTD | -13.0% | +18.9% | -31.9% | -30.0% |
| 1Y | -5.7% | +19.9% | -25.7% | -25.1% |
| 3Y | +118.1% | +53.0% | +65.1% | +25.9% |
| 5Y | +46.2% | +40.9% | +5.4% | -4.9% |
| 10Y | +246.1% | +171.1% | +75.0% | -1.0% |
| All | +546.9% | +1,125.8% | -578.9% | -72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling