+830.2%
COHR vs IBN
+27.4%
+802.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +3.2% |
| 7D | +8.3% | -3.0% | +11.3% | +9.9% |
| 30D | -14.1% | -1.5% | -12.6% | -13.6% |
| 3M | -16.0% | +7.9% | -23.9% | -19.6% |
| 6M | +21.5% | +8.6% | +12.8% | +15.8% |
| YTD | +65.4% | -0.6% | +66.0% | +64.6% |
| 1Y | +195.0% | -7.3% | +202.3% | +202.2% |
| 3Y | +830.2% | +26.2% | +803.9% | +668.4% |
| All | +830.2% | +27.4% | +802.7% | +668.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling