+116.9%
COF vs IVZ
+132.2%
-15.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.5% |
| 7D | -6.1% | -2.4% | -3.7% | -4.8% |
| 30D | -5.2% | +2.5% | -7.7% | -6.5% |
| 3M | +17.0% | +17.1% | 0.0% | +6.3% |
| 6M | +12.9% | +35.1% | -22.2% | -6.2% |
| YTD | -13.5% | +24.3% | -37.9% | -24.6% |
| 1Y | -5.9% | +48.7% | -54.5% | -26.2% |
| All | +116.9% | +132.2% | -15.3% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling