+6,802.2%
COHR vs IGV
+936.3%
+5,865.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -2.9% |
| 7D | +10.9% | -5.4% | +16.3% | +15.9% |
| 30D | -10.8% | -2.6% | -8.2% | -10.1% |
| 3M | -17.4% | +10.5% | -27.9% | -26.1% |
| 6M | +12.5% | +18.2% | -5.7% | -7.8% |
| YTD | +58.8% | -4.2% | +63.1% | +54.3% |
| 1Y | +183.3% | -9.8% | +193.1% | +192.6% |
| 3Y | +783.0% | +39.1% | +743.9% | +568.7% |
| 5Y | +377.2% | +21.2% | +356.0% | +305.5% |
| 10Y | +1,261.0% | +361.5% | +899.5% | +333.7% |
| All | +6,802.2% | +936.3% | +5,865.8% | +934.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling