+9,303.2%
COHR vs IEF
+126.3%
+9,177.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.3% | +4.0% |
| 7D | +8.3% | -1.3% | +9.7% | +6.7% |
| 30D | -14.1% | -1.7% | -12.4% | -15.7% |
| 3M | -16.0% | -2.5% | -13.5% | -18.4% |
| 6M | +21.5% | -3.3% | +24.7% | +16.6% |
| YTD | +65.4% | -2.8% | +68.3% | +59.8% |
| 1Y | +195.0% | -2.7% | +197.7% | +185.3% |
| 3Y | +830.2% | +8.9% | +821.2% | +922.2% |
| 5Y | +397.1% | -9.4% | +406.5% | +308.8% |
| 10Y | +1,317.7% | +3.7% | +1,314.0% | +1,391.1% |
| All | +9,303.2% | +126.3% | +9,177.0% | +26,671.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling