+8,271.9%
COHR vs IBB
+540.8%
+7,731.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.2% |
| 7D | +13.0% | -3.9% | +16.9% | +16.0% |
| 30D | -6.7% | +2.7% | -9.4% | -9.1% |
| 3M | -14.7% | +21.4% | -36.1% | -26.6% |
| 6M | +20.3% | +20.1% | +0.2% | +4.1% |
| YTD | +64.4% | +21.9% | +42.6% | +41.3% |
| 1Y | +205.9% | +44.1% | +161.7% | +133.5% |
| 3Y | +814.1% | +63.4% | +750.7% | +551.9% |
| 5Y | +387.4% | +19.8% | +367.6% | +332.5% |
| 10Y | +1,308.9% | +127.0% | +1,181.9% | +744.1% |
| All | +8,271.9% | +540.8% | +7,731.1% | +2,266.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling