+753.8%
IWM vs COF
+505.0%
+248.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | +1.4% | -3.4% | +4.8% | +2.6% |
| 30D | +2.3% | +0.4% | +1.9% | +2.1% |
| 3M | -8.3% | -12.5% | +4.2% | -4.2% |
| 6M | -1.3% | +8.3% | -9.6% | -4.4% |
| YTD | +13.5% | -18.6% | +32.1% | +20.3% |
| 1Y | +18.4% | -8.6% | +27.0% | +20.6% |
| 3Y | +69.6% | +94.7% | -25.1% | +32.0% |
| 5Y | +23.3% | +35.3% | -12.1% | +5.9% |
| 10Y | +147.0% | +185.1% | -38.2% | +58.0% |
| All | +753.8% | +505.0% | +248.8% | +237.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling