+240.0%
COF vs IWD
+201.1%
+38.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.3% |
| 7D | -6.1% | -2.3% | -3.7% | -2.3% |
| 30D | -5.2% | -1.8% | -3.4% | -2.2% |
| 3M | +17.0% | +8.0% | +9.0% | +3.3% |
| 6M | +12.9% | +17.0% | -4.1% | -12.6% |
| YTD | -13.5% | +21.3% | -34.8% | -36.7% |
| 1Y | -5.9% | +27.9% | -33.8% | -36.8% |
| 3Y | +117.1% | +70.1% | +47.1% | -6.0% |
| 5Y | +45.4% | +74.2% | -28.8% | -37.4% |
| All | +240.0% | +201.1% | +38.9% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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