+194.8%
COHR vs IGV
-1.8%
+196.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.2% | +8.8% | +7.0% |
| 7D | +1.0% | -4.5% | +5.5% | +1.9% |
| 30D | -14.1% | +3.2% | -17.3% | -15.2% |
| 3M | -33.2% | +4.5% | -37.7% | -33.4% |
| 6M | +2.5% | +22.1% | -19.6% | -4.1% |
| YTD | +52.7% | -1.0% | +53.8% | +82.1% |
| 1Y | +194.8% | -2.1% | +196.9% | +259.2% |
| All | +194.8% | -1.8% | +196.6% | +259.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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