+6,502.6%
COHR vs IJR
+1,125.8%
+5,376.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.6% | +3.6% |
| 7D | +8.3% | -2.2% | +10.5% | +11.0% |
| 30D | -14.1% | -4.6% | -9.5% | -9.3% |
| 3M | -16.0% | +0.2% | -16.2% | -15.3% |
| 6M | +21.5% | +14.7% | +6.7% | +6.3% |
| YTD | +65.4% | +18.9% | +46.6% | +39.6% |
| 1Y | +195.0% | +19.9% | +175.1% | +147.4% |
| 3Y | +830.2% | +53.0% | +777.1% | +527.8% |
| 5Y | +397.1% | +40.9% | +356.2% | +280.4% |
| 10Y | +1,317.7% | +171.1% | +1,146.6% | +454.6% |
| All | +6,502.6% | +1,125.8% | +5,376.8% | +500.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling