+26.4%
IWM vs COF
+0.3%
+26.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +0.1% | +1.8% | -1.7% | -0.5% |
| 30D | -1.3% | -0.6% | -0.7% | -1.1% |
| 3M | +1.6% | +20.3% | -18.7% | -4.7% |
| 6M | +13.6% | +13.0% | +0.5% | +8.4% |
| YTD | +20.8% | -8.3% | +29.1% | +22.4% |
| 1Y | +26.4% | -1.5% | +27.9% | +22.1% |
| All | +26.4% | +0.3% | +26.1% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling