+1,298.9%
COHR vs ITOT
+303.4%
+995.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.3% | +2.7% |
| 7D | +8.3% | -0.9% | +9.2% | +10.1% |
| 30D | -14.1% | -1.5% | -12.7% | -12.0% |
| 3M | -16.0% | +3.6% | -19.6% | -19.5% |
| 6M | +21.5% | +13.7% | +7.8% | +1.0% |
| YTD | +65.4% | +12.9% | +52.5% | +40.3% |
| 1Y | +195.0% | +17.2% | +177.8% | +138.7% |
| 3Y | +830.2% | +75.6% | +754.5% | +342.3% |
| 5Y | +397.1% | +75.5% | +321.6% | +146.4% |
| All | +1,298.9% | +303.4% | +995.4% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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