+51.1%
COF vs IWD
+73.8%
-22.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -1.2% |
| 7D | +1.2% | -0.2% | +1.4% | +1.6% |
| 30D | -1.4% | -0.8% | -0.6% | 0.0% |
| 3M | +19.0% | +8.0% | +11.0% | +4.9% |
| 6M | +14.9% | +18.2% | -3.3% | -13.2% |
| YTD | -10.7% | +22.3% | -33.0% | -36.0% |
| 1Y | -1.3% | +28.9% | -30.2% | -35.1% |
| 3Y | +124.3% | +71.5% | +52.8% | -5.4% |
| 5Y | +51.1% | +73.6% | -22.5% | -35.0% |
| All | +51.1% | +73.8% | -22.7% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling