+175.7%
COF vs IWD
+203.0%
-27.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.4% |
| 7D | -3.4% | +2.3% | -5.6% | -7.0% |
| 30D | +0.4% | +3.6% | -3.2% | -5.6% |
| 3M | -12.5% | +2.2% | -14.7% | -15.8% |
| 6M | +8.3% | +13.0% | -4.7% | -11.5% |
| YTD | -18.6% | +26.5% | -45.1% | -44.6% |
| 1Y | -8.6% | +30.1% | -38.8% | -40.6% |
| 3Y | +94.7% | +84.9% | +9.8% | -26.7% |
| 5Y | +35.3% | +73.4% | -38.0% | -41.7% |
| All | +175.7% | +203.0% | -27.3% | -48.4% |
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