+194.8%
COHR vs IFF
+34.4%
+160.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.1% | +6.7% | +6.6% |
| 7D | +1.0% | -1.8% | +2.8% | +0.8% |
| 30D | -14.1% | -2.0% | -12.2% | -14.2% |
| 3M | -33.2% | +18.5% | -51.7% | -32.2% |
| 6M | +2.5% | +11.7% | -9.1% | +0.7% |
| YTD | +52.7% | +29.6% | +23.1% | +59.6% |
| 1Y | +194.8% | +35.0% | +159.8% | +210.5% |
| All | +194.8% | +34.4% | +160.3% | +210.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling