+6,502.6%
COHR vs IJH
+1,054.0%
+5,448.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +3.2% |
| 7D | +8.3% | -1.9% | +10.2% | +10.8% |
| 30D | -14.1% | -4.6% | -9.5% | -8.8% |
| 3M | -16.0% | -1.2% | -14.9% | -13.5% |
| 6M | +21.5% | +9.4% | +12.1% | +12.3% |
| YTD | +65.4% | +13.3% | +52.1% | +47.8% |
| 1Y | +195.0% | +13.4% | +181.6% | +165.3% |
| 3Y | +830.2% | +50.4% | +779.7% | +549.3% |
| 5Y | +397.1% | +49.0% | +348.1% | +265.4% |
| 10Y | +1,317.7% | +182.6% | +1,135.1% | +444.6% |
| All | +6,502.6% | +1,054.0% | +5,448.6% | +621.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling