+393.6%
COHR vs IBKR
+495.5%
-101.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +2.7% |
| 7D | +8.3% | -1.3% | +9.7% | +9.3% |
| 30D | -14.1% | -0.2% | -13.9% | -14.1% |
| 3M | -16.0% | +3.0% | -19.0% | -17.7% |
| 6M | +21.5% | +33.9% | -12.4% | +0.5% |
| YTD | +65.4% | +42.5% | +22.9% | +31.5% |
| 1Y | +195.0% | +44.9% | +150.2% | +132.5% |
| 3Y | +830.2% | +293.0% | +537.2% | +331.8% |
| All | +393.6% | +495.5% | -101.9% | +77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling