-5.7%
COF vs IVZ
+49.7%
-55.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | 0.0% |
| 7D | -5.1% | -2.4% | -2.8% | -3.9% |
| 30D | -6.0% | +3.0% | -9.1% | -7.5% |
| 3M | +14.8% | +14.9% | 0.0% | +6.0% |
| 6M | +15.3% | +36.7% | -21.4% | -5.1% |
| YTD | -13.0% | +25.7% | -38.7% | -23.9% |
| 1Y | -5.7% | +47.7% | -53.4% | -25.1% |
| All | -5.7% | +49.7% | -55.4% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling