+195.0%
COHR vs IJH
+14.9%
+180.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +2.1% |
| 7D | +8.3% | -1.9% | +10.2% | +13.6% |
| 30D | -14.1% | -4.6% | -9.5% | -2.4% |
| 3M | -16.0% | -1.2% | -14.9% | -10.6% |
| 6M | +21.5% | +9.4% | +12.1% | +4.8% |
| YTD | +65.4% | +13.3% | +52.1% | +36.5% |
| 1Y | +195.0% | +13.4% | +181.6% | +149.7% |
| All | +195.0% | +14.9% | +180.1% | +149.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling