+12.5%
COHR vs IOVA
+50.2%
-37.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.4% | 0.0% | -2.9% |
| 7D | +10.9% | -6.4% | +17.3% | +12.0% |
| 30D | -10.8% | +25.4% | -36.2% | -14.3% |
| 3M | -17.4% | +115.3% | -132.7% | -29.4% |
| 6M | +12.5% | +56.5% | -44.1% | +21.0% |
| All | +12.5% | +50.2% | -37.7% | +21.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling