+1,298.9%
COHR vs IBB
+125.5%
+1,173.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.0% | +4.0% |
| 7D | +8.3% | -4.2% | +12.6% | +12.8% |
| 30D | -14.1% | +1.1% | -15.2% | -16.0% |
| 3M | -16.0% | +19.0% | -35.1% | -30.4% |
| 6M | +21.5% | +18.9% | +2.6% | +0.2% |
| YTD | +65.4% | +20.3% | +45.1% | +35.4% |
| 1Y | +195.0% | +41.5% | +153.5% | +106.2% |
| 3Y | +830.2% | +60.3% | +769.9% | +483.7% |
| 5Y | +397.1% | +18.7% | +378.4% | +314.2% |
| All | +1,298.9% | +125.5% | +1,173.3% | +622.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling