+953.6%
IGV vs COF
+362.9%
+590.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.7% | -1.1% |
| 7D | -3.3% | +1.2% | -4.6% | -3.7% |
| 30D | 0.0% | -1.4% | +1.4% | +0.3% |
| 3M | +7.3% | +19.0% | -11.7% | +1.9% |
| 6M | +16.7% | +14.9% | +1.8% | +11.7% |
| YTD | -2.8% | -10.7% | +7.8% | -0.4% |
| 1Y | -6.7% | -1.3% | -5.4% | -7.3% |
| 3Y | +41.1% | +124.3% | -83.2% | +9.2% |
| 5Y | +22.0% | +51.1% | -29.1% | +3.6% |
| 10Y | +357.9% | +252.4% | +105.6% | +184.1% |
| All | +953.6% | +362.9% | +590.7% | +422.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling