+194.8%
COHR vs IRM
+34.4%
+160.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.6% | +5.0% | +5.2% |
| 7D | +1.0% | -0.5% | +1.4% | +1.3% |
| 30D | -14.1% | -8.1% | -6.0% | -7.6% |
| 3M | -33.2% | -9.7% | -23.5% | -27.1% |
| 6M | +2.5% | +10.0% | -7.4% | -2.3% |
| YTD | +52.7% | +43.0% | +9.7% | +22.2% |
| 1Y | +194.8% | +32.7% | +162.1% | +150.1% |
| All | +194.8% | +34.4% | +160.4% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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