+1,735.2%
COHR vs IEMG
+140.6%
+1,594.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +2.9% | +2.6% |
| 7D | +8.3% | -1.3% | +9.6% | +10.2% |
| 30D | -14.1% | +1.9% | -16.0% | -15.6% |
| 3M | -16.0% | +1.4% | -17.4% | -14.5% |
| 6M | +21.5% | +15.2% | +6.3% | +7.6% |
| YTD | +65.4% | +23.8% | +41.6% | +35.5% |
| 1Y | +195.0% | +30.7% | +164.4% | +129.4% |
| 3Y | +830.2% | +83.3% | +746.9% | +423.3% |
| 5Y | +397.1% | +48.8% | +348.3% | +252.9% |
| 10Y | +1,317.7% | +142.8% | +1,174.9% | +609.8% |
| All | +1,735.2% | +140.6% | +1,594.6% | +835.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling