+1,298.9%
COHR vs IEF
+3.8%
+1,295.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.3% | +4.1% |
| 7D | +8.3% | -1.3% | +9.7% | +7.6% |
| 30D | -14.1% | -1.7% | -12.4% | -14.9% |
| 3M | -16.0% | -2.5% | -13.5% | -17.1% |
| 6M | +21.5% | -3.3% | +24.7% | +19.1% |
| YTD | +65.4% | -2.8% | +68.3% | +62.8% |
| 1Y | +195.0% | -2.7% | +197.7% | +190.4% |
| 3Y | +830.2% | +8.9% | +821.2% | +873.5% |
| 5Y | +397.1% | -9.4% | +406.5% | +273.0% |
| All | +1,298.9% | +3.8% | +1,295.1% | +1,487.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling