+1,298.9%
COHR vs IBKR
+1,011.6%
+287.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +2.8% |
| 7D | +8.3% | -1.3% | +9.7% | +9.2% |
| 30D | -14.1% | -0.2% | -13.9% | -14.1% |
| 3M | -16.0% | +3.0% | -19.0% | -17.5% |
| 6M | +21.5% | +33.9% | -12.4% | +2.0% |
| YTD | +65.4% | +42.5% | +22.9% | +33.9% |
| 1Y | +195.0% | +44.9% | +150.2% | +136.9% |
| 3Y | +830.2% | +293.0% | +537.2% | +331.1% |
| 5Y | +397.1% | +497.7% | -100.5% | +77.0% |
| All | +1,298.9% | +1,011.6% | +287.2% | +291.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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