+1,298.9%
COHR vs IRM
+440.8%
+858.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.1% | +2.9% |
| 7D | +8.3% | -1.4% | +9.8% | +9.3% |
| 30D | -14.1% | -7.4% | -6.8% | -9.9% |
| 3M | -16.0% | -7.4% | -8.7% | -11.7% |
| 6M | +21.5% | +8.7% | +12.8% | +17.0% |
| YTD | +65.4% | +40.9% | +24.5% | +36.8% |
| 1Y | +195.0% | +20.5% | +174.5% | +167.0% |
| 3Y | +830.2% | +101.7% | +728.4% | +551.4% |
| 5Y | +397.1% | +197.7% | +199.4% | +189.9% |
| All | +1,298.9% | +440.8% | +858.1% | +488.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling