+52.9%
COF vs IOT
+54.4%
-1.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.7% |
| 7D | -6.1% | -0.8% | -5.3% | -6.0% |
| 30D | -5.2% | -4.7% | -0.5% | -4.5% |
| 3M | +17.0% | +17.8% | -0.8% | +12.8% |
| 6M | +12.9% | +16.8% | -3.9% | +8.0% |
| YTD | -13.5% | +8.4% | -22.0% | -16.8% |
| 1Y | -5.9% | -0.8% | -5.1% | -8.3% |
| 3Y | +117.1% | +25.7% | +91.4% | +94.8% |
| All | +52.9% | +54.4% | -1.5% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling