+1,298.9%
COHR vs IOVA
+9.7%
+1,289.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.7% | -1.5% | +3.3% |
| 7D | +8.3% | -2.2% | +10.5% | +8.7% |
| 30D | -14.1% | +27.6% | -41.7% | -17.5% |
| 3M | -16.0% | +117.2% | -133.2% | -26.9% |
| 6M | +21.5% | +77.7% | -56.2% | +8.1% |
| YTD | +65.4% | +215.0% | -149.6% | +33.0% |
| 1Y | +195.0% | +255.4% | -60.4% | +130.8% |
| 3Y | +830.2% | +42.6% | +787.5% | +628.1% |
| 5Y | +397.1% | -62.2% | +459.3% | +331.2% |
| All | +1,298.9% | +9.7% | +1,289.2% | +795.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling