+21.5%
COHR vs IEFA
+9.9%
+11.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +1.8% |
| 7D | +8.3% | -1.6% | +9.9% | +12.3% |
| 30D | -14.1% | -1.5% | -12.6% | -11.0% |
| 3M | -16.0% | +3.4% | -19.4% | -20.2% |
| 6M | +21.5% | +9.5% | +12.0% | +6.4% |
| All | +21.5% | +9.9% | +11.6% | +6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling