+51.6%
COHR vs IOVA
+362.8%
-311.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.5% | -4.5% | -5.7% |
| 7D | -18.6% | -41.3% | +22.7% | -13.0% |
| 30D | -41.5% | -38.5% | -3.0% | -38.0% |
| 3M | -39.7% | +99.5% | -139.3% | -48.8% |
| 6M | -40.9% | +126.0% | -166.8% | -51.5% |
| YTD | +5.7% | +218.7% | -213.0% | -23.8% |
| 1Y | +51.6% | +378.0% | -326.4% | -10.4% |
| All | +51.6% | +362.8% | -311.2% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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