+242.0%
COF vs IWF
+422.7%
-180.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | -0.2% |
| 7D | -5.1% | -0.9% | -4.2% | -4.2% |
| 30D | -6.0% | -1.7% | -4.3% | -4.4% |
| 3M | +14.8% | +0.7% | +14.2% | +13.5% |
| 6M | +15.3% | +8.6% | +6.8% | +5.3% |
| YTD | -13.0% | +3.5% | -16.6% | -16.5% |
| 1Y | -5.7% | +7.0% | -12.7% | -12.7% |
| 3Y | +118.1% | +76.3% | +41.8% | +20.1% |
| 5Y | +46.2% | +74.8% | -28.5% | -19.8% |
| All | +242.0% | +422.7% | -180.7% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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