+120.8%
COF vs IWD
+69.9%
+50.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -0.5% |
| 7D | -2.7% | -1.2% | -1.5% | -0.7% |
| 30D | -3.4% | -1.6% | -1.7% | -0.5% |
| 3M | +15.4% | +7.0% | +8.4% | +3.3% |
| 6M | +14.4% | +17.0% | -2.5% | -12.1% |
| YTD | -12.0% | +21.6% | -33.6% | -36.4% |
| 1Y | -3.7% | +28.0% | -31.7% | -36.0% |
| All | +120.8% | +69.9% | +50.9% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling