+23.1%
IGV vs COF
+44.8%
-21.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | -2.9% | -5.1% | +2.2% | -0.8% |
| 30D | -1.5% | -6.0% | +4.5% | +0.9% |
| 3M | +11.7% | +14.8% | -3.1% | +5.3% |
| 6M | +18.4% | +15.3% | +3.1% | +11.1% |
| YTD | -3.9% | -13.0% | +9.1% | +0.5% |
| 1Y | -9.7% | -5.7% | -4.0% | -9.0% |
| 3Y | +38.4% | +118.1% | -79.7% | -5.1% |
| All | +23.1% | +44.8% | -21.7% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling