+65,045.6%
COHR vs IFF
+825.7%
+64,219.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.4% |
| 7D | +8.3% | -3.2% | +11.5% | +9.6% |
| 30D | -14.1% | -0.3% | -13.8% | -14.3% |
| 3M | -16.0% | +8.4% | -24.5% | -19.5% |
| 6M | +21.5% | +23.0% | -1.6% | +9.8% |
| YTD | +65.4% | +25.5% | +40.0% | +47.4% |
| 1Y | +195.0% | +29.1% | +166.0% | +158.0% |
| 3Y | +830.2% | +31.7% | +798.5% | +698.8% |
| 5Y | +397.1% | -35.2% | +432.3% | +449.6% |
| 10Y | +1,317.7% | -20.7% | +1,338.4% | +1,325.2% |
| All | +65,045.6% | +825.7% | +64,219.9% | +43,785.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling