+1,298.9%
COHR vs IJH
+184.0%
+1,114.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +3.0% |
| 7D | +8.3% | -1.9% | +10.2% | +11.3% |
| 30D | -14.1% | -4.6% | -9.5% | -7.8% |
| 3M | -16.0% | -1.2% | -14.9% | -13.0% |
| 6M | +21.5% | +9.4% | +12.1% | +10.5% |
| YTD | +65.4% | +13.3% | +52.1% | +44.5% |
| 1Y | +195.0% | +13.4% | +181.6% | +159.4% |
| 3Y | +830.2% | +50.4% | +779.7% | +506.1% |
| 5Y | +397.1% | +49.0% | +348.1% | +240.7% |
| All | +1,298.9% | +184.0% | +1,114.8% | +378.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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