+393.6%
COHR vs IFF
-35.8%
+429.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.4% |
| 7D | +8.3% | -3.2% | +11.5% | +9.7% |
| 30D | -14.1% | -0.3% | -13.8% | -14.3% |
| 3M | -16.0% | +8.4% | -24.5% | -19.9% |
| 6M | +21.5% | +23.0% | -1.6% | +7.8% |
| YTD | +65.4% | +25.5% | +40.0% | +43.6% |
| 1Y | +195.0% | +29.1% | +166.0% | +149.6% |
| 3Y | +830.2% | +31.7% | +798.5% | +650.6% |
| All | +393.6% | -35.8% | +429.4% | +467.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling