+22,236.8%
COHR vs IRM
+9,623.5%
+12,613.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -2.6% |
| 7D | +10.9% | -1.8% | +12.7% | +11.7% |
| 30D | -10.8% | -7.8% | -3.0% | -7.6% |
| 3M | -17.4% | -7.9% | -9.5% | -14.3% |
| 6M | +12.5% | +6.3% | +6.1% | +10.8% |
| YTD | +58.8% | +38.2% | +20.7% | +40.9% |
| 1Y | +183.3% | +19.8% | +163.5% | +166.1% |
| 3Y | +783.0% | +98.8% | +684.3% | +597.0% |
| 5Y | +377.2% | +191.8% | +185.5% | +228.7% |
| 10Y | +1,261.0% | +428.8% | +832.3% | +633.8% |
| All | +22,236.8% | +9,623.5% | +12,613.2% | +6,711.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling