+393.6%
COHR vs IEFA
+50.2%
+343.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +2.4% |
| 7D | +8.3% | -1.6% | +9.9% | +11.4% |
| 30D | -14.1% | -1.5% | -12.6% | -11.8% |
| 3M | -16.0% | +3.4% | -19.4% | -19.5% |
| 6M | +21.5% | +9.5% | +12.0% | +7.0% |
| YTD | +65.4% | +13.0% | +52.4% | +38.0% |
| 1Y | +195.0% | +18.0% | +177.0% | +130.9% |
| 3Y | +830.2% | +65.4% | +764.8% | +334.4% |
| All | +393.6% | +50.2% | +343.4% | +183.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 5y: compounded portfolio wealth divided by compounded IEFA 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…
5y analysis · Full analysis span regression · 6 months rolling