+1,298.9%
COHR vs IGV
+365.3%
+933.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.8% | +3.8% |
| 7D | +8.3% | -2.9% | +11.3% | +11.5% |
| 30D | -14.1% | -1.5% | -12.6% | -14.4% |
| 3M | -16.0% | +11.7% | -27.7% | -27.6% |
| 6M | +21.5% | +18.4% | +3.0% | -5.9% |
| YTD | +65.4% | -3.9% | +69.4% | +59.1% |
| 1Y | +195.0% | -9.7% | +204.7% | +207.4% |
| 3Y | +830.2% | +38.4% | +791.7% | +544.2% |
| 5Y | +397.1% | +21.6% | +375.5% | +293.6% |
| All | +1,298.9% | +365.3% | +933.5% | +119.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling