+194.8%
COHR vs IVV
+20.9%
+173.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.4% | +7.0% | +7.9% |
| 7D | +1.0% | +0.1% | +0.8% | +0.3% |
| 30D | -14.1% | +0.1% | -14.2% | -14.4% |
| 3M | -33.2% | +2.0% | -35.2% | -35.8% |
| 6M | +2.5% | +13.0% | -10.5% | -25.8% |
| YTD | +52.7% | +13.6% | +39.1% | +9.3% |
| 1Y | +194.8% | +20.1% | +174.7% | +75.5% |
| All | +194.8% | +20.9% | +173.8% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 IVV 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