+333.1%
COHR vs IOT
+54.1%
+279.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.3% | +4.2% |
| 7D | +8.3% | -4.5% | +12.9% | +9.5% |
| 30D | -14.1% | -2.4% | -11.7% | -14.0% |
| 3M | -16.0% | +19.0% | -35.0% | -21.3% |
| 6M | +21.5% | +19.6% | +1.8% | +11.3% |
| YTD | +65.4% | +8.3% | +57.2% | +52.9% |
| 1Y | +195.0% | -0.8% | +195.8% | +179.9% |
| 3Y | +830.2% | +24.4% | +805.7% | +705.6% |
| All | +333.1% | +54.1% | +279.0% | +210.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling