+242.0%
COF vs IRM
+440.8%
-198.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | -0.4% |
| 7D | -5.1% | -1.4% | -3.7% | -4.5% |
| 30D | -6.0% | -7.4% | +1.4% | -2.8% |
| 3M | +14.8% | -7.4% | +22.2% | +18.3% |
| 6M | +15.3% | +8.7% | +6.7% | +9.2% |
| YTD | -13.0% | +40.9% | -54.0% | -28.1% |
| 1Y | -5.7% | +20.5% | -26.2% | -16.4% |
| 3Y | +118.1% | +101.7% | +16.4% | +39.0% |
| 5Y | +46.2% | +197.7% | -151.4% | -26.5% |
| All | +242.0% | +440.8% | -198.8% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling