+393.6%
COHR vs IAG
+820.9%
-427.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.3% | +4.0% |
| 7D | +8.3% | -1.1% | +9.4% | +8.6% |
| 30D | -14.1% | +12.1% | -26.3% | -16.3% |
| 3M | -16.0% | +25.5% | -41.5% | -19.8% |
| 6M | +21.5% | -7.1% | +28.6% | +21.4% |
| YTD | +65.4% | +22.9% | +42.6% | +57.7% |
| 1Y | +195.0% | +83.3% | +111.7% | +164.5% |
| 3Y | +830.2% | +808.5% | +21.6% | +559.8% |
| All | +393.6% | +820.9% | -427.3% | +222.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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