+74.1%
IVV vs COF
+39.5%
+34.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.9% |
| 7D | +0.1% | -5.8% | +5.9% | +2.0% |
| 30D | -3.3% | -0.3% | -3.0% | -3.3% |
| 3M | -2.4% | -8.5% | +6.1% | +0.2% |
| 6M | +2.6% | +5.6% | -3.0% | +0.2% |
| YTD | +11.3% | -17.1% | +28.4% | +16.8% |
| 1Y | +13.4% | -7.4% | +20.9% | +14.6% |
| 3Y | +80.3% | +99.1% | -18.8% | +36.1% |
| All | +74.1% | +39.5% | +34.6% | +45.1% |
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