+3,414.6%
COF vs IVZ
+1,081.7%
+2,332.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.0% |
| 7D | -2.7% | +1.2% | -3.8% | -3.3% |
| 30D | -3.4% | +1.8% | -5.1% | -4.3% |
| 3M | +15.4% | +15.7% | -0.3% | +5.7% |
| 6M | +14.4% | +36.3% | -21.9% | -4.9% |
| YTD | -12.0% | +24.9% | -36.9% | -23.2% |
| 1Y | -3.7% | +48.9% | -52.7% | -24.1% |
| 3Y | +121.1% | +136.8% | -15.8% | +30.6% |
| 5Y | +47.8% | +60.0% | -12.2% | +6.7% |
| 10Y | +250.3% | +63.4% | +186.9% | +131.3% |
| All | +3,414.6% | +1,081.7% | +2,332.9% | +787.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling