+43.1%
COF vs IYR
+6.0%
+37.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | -0.1% |
| 7D | -5.1% | -1.4% | -3.8% | -4.0% |
| 30D | -6.0% | -2.7% | -3.4% | -3.8% |
| 3M | +14.8% | -2.1% | +17.0% | +16.7% |
| 6M | +15.3% | +3.6% | +11.7% | +11.3% |
| YTD | -13.0% | +8.1% | -21.2% | -19.3% |
| 1Y | -5.7% | +4.7% | -10.4% | -10.0% |
| 3Y | +118.1% | +29.1% | +89.0% | +68.5% |
| All | +43.1% | +6.0% | +37.1% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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