+194.8%
COHR vs IEF
-0.2%
+195.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | 0.0% | +6.6% | +6.6% |
| 7D | +1.0% | -0.3% | +1.2% | +1.4% |
| 30D | -14.1% | -0.8% | -13.3% | -13.1% |
| 3M | -33.2% | -1.0% | -32.2% | -32.1% |
| 6M | +2.5% | -2.8% | +5.3% | +3.7% |
| YTD | +52.7% | -1.5% | +54.2% | +55.0% |
| 1Y | +194.8% | -0.4% | +195.2% | +199.7% |
| All | +194.8% | -0.2% | +195.0% | +199.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 1y: compounded portfolio wealth divided by compounded IEF 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…
1y analysis · Full analysis span regression · 6 months rolling