+1,298.9%
COHR vs IBN
+324.2%
+974.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +3.4% |
| 7D | +8.3% | -3.0% | +11.3% | +9.6% |
| 30D | -14.1% | -1.5% | -12.6% | -13.7% |
| 3M | -16.0% | +7.9% | -23.9% | -18.7% |
| 6M | +21.5% | +8.6% | +12.8% | +17.1% |
| YTD | +65.4% | -0.6% | +66.0% | +65.2% |
| 1Y | +195.0% | -7.3% | +202.3% | +201.2% |
| 3Y | +830.2% | +26.2% | +803.9% | +735.4% |
| 5Y | +397.1% | +57.8% | +339.3% | +306.9% |
| All | +1,298.9% | +324.2% | +974.6% | +755.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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