+21.5%
COHR vs IOT
+14.9%
+6.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.3% | +4.1% |
| 7D | +8.3% | -4.5% | +12.9% | +6.8% |
| 30D | -14.1% | -2.4% | -11.7% | -14.4% |
| 3M | -16.0% | +19.0% | -35.0% | -8.2% |
| 6M | +21.5% | +19.6% | +1.8% | +38.3% |
| All | +21.5% | +14.9% | +6.5% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 6mo: compounded portfolio wealth divided by compounded IOT 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…
6mo analysis · Full analysis span regression · 6 months rolling