+527.0%
COF vs IYR
+699.9%
-172.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | +1.2% | -0.4% | +1.6% | +1.6% |
| 30D | -1.4% | -2.5% | +1.1% | +1.1% |
| 3M | +19.0% | +1.5% | +17.6% | +16.9% |
| 6M | +14.9% | +3.9% | +11.0% | +10.0% |
| YTD | -10.7% | +9.5% | -20.2% | -19.0% |
| 1Y | -1.3% | +7.5% | -8.7% | -8.8% |
| 3Y | +124.3% | +30.8% | +93.5% | +66.4% |
| 5Y | +51.1% | +4.8% | +46.3% | +40.6% |
| 10Y | +252.4% | +64.3% | +188.0% | +111.9% |
| All | +527.0% | +699.9% | -172.9% | -28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling