+77.5%
IVV vs COF
+98.9%
-21.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.8% |
| 7D | +0.1% | -5.8% | +5.9% | +1.8% |
| 30D | -3.3% | -0.3% | -3.0% | -3.3% |
| 3M | -2.4% | -8.5% | +6.1% | -0.1% |
| 6M | +2.6% | +5.6% | -3.0% | +0.5% |
| YTD | +11.3% | -17.1% | +28.4% | +16.2% |
| 1Y | +13.4% | -7.4% | +20.9% | +14.4% |
| All | +77.5% | +98.9% | -21.4% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling