+21.5%
COHR vs IEMG
+15.5%
+6.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +2.9% | +1.7% |
| 7D | +8.3% | -1.3% | +9.6% | +11.2% |
| 30D | -14.1% | +1.9% | -16.0% | -16.6% |
| 3M | -16.0% | +1.4% | -17.4% | -15.5% |
| 6M | +21.5% | +15.2% | +6.3% | +3.3% |
| All | +21.5% | +15.5% | +6.0% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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