+69.6%
IWM vs COF
+95.3%
-25.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | +1.4% | -3.4% | +4.8% | +2.8% |
| 30D | +2.3% | +0.4% | +1.9% | +2.0% |
| 3M | -8.3% | -12.5% | +4.2% | -3.2% |
| 6M | -1.3% | +8.3% | -9.6% | -5.3% |
| YTD | +13.5% | -18.6% | +32.1% | +22.2% |
| 1Y | +18.4% | -8.6% | +27.0% | +20.7% |
| 3Y | +69.6% | +94.7% | -25.1% | +10.3% |
| All | +69.6% | +95.3% | -25.7% | +10.3% |
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 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