+830.2%
COHR vs IAU
+123.7%
+706.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.6% | +3.9% |
| 7D | +8.3% | -2.0% | +10.4% | +9.5% |
| 30D | -14.1% | -1.5% | -12.6% | -13.5% |
| 3M | -16.0% | +3.3% | -19.3% | -17.4% |
| 6M | +21.5% | -16.2% | +37.7% | +30.6% |
| YTD | +65.4% | +0.7% | +64.8% | +67.4% |
| 1Y | +195.0% | +19.2% | +175.8% | +182.4% |
| 3Y | +830.2% | +124.4% | +705.7% | +625.1% |
| All | +830.2% | +123.7% | +706.5% | +625.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 3y: compounded portfolio wealth divided by compounded IAU 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…
3y analysis · Full analysis span regression · 6 months rolling