-2.1%
IGV vs COF
+0.3%
-2.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -4.5% | +1.8% | -6.3% | -5.0% |
| 30D | +3.2% | -0.6% | +3.8% | +3.4% |
| 3M | +4.5% | +20.3% | -15.8% | -1.1% |
| 6M | +22.1% | +13.0% | +9.1% | +17.4% |
| YTD | -1.0% | -8.3% | +7.3% | -1.0% |
| 1Y | -2.1% | -1.5% | -0.6% | -4.0% |
| All | -2.1% | +0.3% | -2.4% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 1y: compounded portfolio wealth divided by compounded COF 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…
1y analysis · Full analysis span regression · 6 months rolling