+564.5%
COF vs IWF
+724.4%
-160.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.2% |
| 7D | +1.2% | +1.5% | -0.3% | -0.6% |
| 30D | -1.4% | -1.3% | -0.1% | +0.1% |
| 3M | +19.0% | +0.1% | +18.9% | +17.9% |
| 6M | +14.9% | +10.3% | +4.6% | +0.3% |
| YTD | -10.7% | +4.2% | -14.8% | -16.1% |
| 1Y | -1.3% | +9.3% | -10.6% | -13.1% |
| 3Y | +124.3% | +79.3% | +45.0% | +2.4% |
| 5Y | +51.1% | +73.8% | -22.6% | -30.1% |
| 10Y | +252.4% | +410.9% | -158.5% | -64.4% |
| All | +564.5% | +724.4% | -160.0% | -71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling