+345.7%
COF vs IQV
+498.2%
-152.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.2% | -0.3% |
| 7D | -5.1% | -2.2% | -2.9% | -4.0% |
| 30D | -6.0% | +8.3% | -14.3% | -10.0% |
| 3M | +14.8% | +44.6% | -29.7% | -6.7% |
| 6M | +15.3% | +52.6% | -37.2% | -10.1% |
| YTD | -13.0% | +16.1% | -29.2% | -22.5% |
| 1Y | -5.7% | +37.3% | -43.0% | -24.0% |
| 3Y | +118.1% | +21.6% | +96.6% | +78.8% |
| 5Y | +46.2% | +0.5% | +45.7% | +30.9% |
| 10Y | +246.1% | +239.7% | +6.4% | +62.4% |
| All | +345.7% | +498.2% | -152.5% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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