+12.5%
COHR vs IAG
-10.0%
+22.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -2.3% |
| 7D | +10.9% | -4.1% | +14.9% | +13.1% |
| 30D | -10.8% | +10.6% | -21.4% | -16.4% |
| 3M | -17.4% | +35.4% | -52.7% | -31.3% |
| 6M | +12.5% | -9.5% | +22.0% | +10.6% |
| All | +12.5% | -10.0% | +22.5% | +10.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling