+194.8%
COHR vs IJR
+25.5%
+169.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.4% | +6.2% | +5.9% |
| 7D | +1.0% | -0.2% | +1.1% | +1.3% |
| 30D | -14.1% | -2.4% | -11.7% | -9.5% |
| 3M | -33.2% | +3.9% | -37.1% | -36.0% |
| 6M | +2.5% | +12.4% | -9.8% | -13.0% |
| YTD | +52.7% | +21.5% | +31.2% | +18.5% |
| 1Y | +194.8% | +24.0% | +170.8% | +126.7% |
| All | +194.8% | +25.5% | +169.3% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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