+1,735.2%
COHR vs IEFA
+212.1%
+1,523.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +2.8% |
| 7D | +8.3% | -1.6% | +9.9% | +10.7% |
| 30D | -14.1% | -1.5% | -12.6% | -12.2% |
| 3M | -16.0% | +3.4% | -19.4% | -18.8% |
| 6M | +21.5% | +9.5% | +12.0% | +10.1% |
| YTD | +65.4% | +13.0% | +52.4% | +43.9% |
| 1Y | +195.0% | +18.0% | +177.0% | +144.0% |
| 3Y | +830.2% | +65.4% | +764.8% | +414.5% |
| 5Y | +397.1% | +51.6% | +345.5% | +215.2% |
| 10Y | +1,317.7% | +146.7% | +1,171.0% | +481.8% |
| All | +1,735.2% | +212.1% | +1,523.1% | +537.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling