+4,786.2%
COHR vs IAG
+368.4%
+4,417.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -3.1% |
| 7D | +10.9% | -4.1% | +14.9% | +11.4% |
| 30D | -10.8% | +10.6% | -21.4% | -12.0% |
| 3M | -17.4% | +35.4% | -52.7% | -20.4% |
| 6M | +12.5% | -9.5% | +22.0% | +13.4% |
| YTD | +58.8% | +21.8% | +37.0% | +54.3% |
| 1Y | +183.3% | +84.1% | +99.1% | +162.4% |
| 3Y | +783.0% | +817.4% | -34.3% | +571.9% |
| 5Y | +377.2% | +830.1% | -452.9% | +249.4% |
| 10Y | +1,261.0% | +413.8% | +847.2% | +882.8% |
| All | +4,786.2% | +368.4% | +4,417.8% | +2,872.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling