+313.6%
IVV vs COF
+246.6%
+67.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | 0.0% |
| 7D | -2.0% | -6.1% | +4.1% | 0.0% |
| 30D | -1.6% | -5.2% | +3.5% | 0.0% |
| 3M | +4.8% | +17.0% | -12.3% | -0.9% |
| 6M | +12.6% | +12.9% | -0.3% | +7.5% |
| YTD | +11.8% | -13.5% | +25.3% | +15.9% |
| 1Y | +17.6% | -5.9% | +23.4% | +18.1% |
| 3Y | +77.0% | +117.1% | -40.1% | +30.1% |
| 5Y | +82.6% | +45.4% | +37.2% | +49.0% |
| All | +313.6% | +246.6% | +67.0% | +138.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling