+118.1%
COF vs IOT
+23.8%
+94.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | -5.1% | -4.5% | -0.6% | -4.4% |
| 30D | -6.0% | -2.4% | -3.6% | -5.8% |
| 3M | +14.8% | +19.0% | -4.1% | +10.6% |
| 6M | +15.3% | +19.6% | -4.3% | +10.0% |
| YTD | -13.0% | +8.3% | -21.3% | -16.2% |
| 1Y | -5.7% | -0.8% | -4.9% | -7.9% |
| 3Y | +118.1% | +24.4% | +93.7% | +95.5% |
| All | +118.1% | +23.8% | +94.3% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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