+582.0%
COF vs IWD
+726.5%
-144.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.7% |
| 7D | +1.8% | -0.3% | +2.1% | +2.3% |
| 30D | -0.6% | +0.6% | -1.2% | -1.5% |
| 3M | +20.3% | +7.2% | +13.1% | +7.3% |
| 6M | +13.0% | +16.2% | -3.2% | -12.0% |
| YTD | -8.3% | +23.3% | -31.7% | -35.1% |
| 1Y | -1.5% | +29.6% | -31.0% | -35.7% |
| 3Y | +122.3% | +70.5% | +51.8% | -6.2% |
| 5Y | +52.5% | +73.5% | -21.0% | -35.4% |
| 10Y | +264.9% | +198.3% | +66.6% | -31.9% |
| All | +582.0% | +726.5% | -144.5% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling