+38.2%
IWM vs COF
+44.1%
-6.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.2% |
| 7D | -2.5% | -6.1% | +3.5% | +0.1% |
| 30D | -4.4% | -5.2% | +0.7% | -2.3% |
| 3M | +2.2% | +17.0% | -14.8% | -5.0% |
| 6M | +14.0% | +12.9% | +1.1% | +7.4% |
| YTD | +17.4% | -13.5% | +30.9% | +23.4% |
| 1Y | +22.9% | -5.9% | +28.8% | +24.0% |
| 3Y | +62.1% | +117.1% | -55.1% | +9.2% |
| 5Y | +38.2% | +45.4% | -7.2% | +4.6% |
| All | +38.2% | +44.1% | -6.0% | +4.6% |
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