+377.2%
COHR vs IVV
+80.3%
+296.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -2.2% |
| 7D | +10.9% | -2.0% | +12.9% | +15.5% |
| 30D | -10.8% | -1.6% | -9.1% | -7.8% |
| 3M | -17.4% | +4.8% | -22.1% | -23.6% |
| 6M | +12.5% | +12.6% | -0.1% | -8.5% |
| YTD | +58.8% | +11.8% | +47.1% | +32.2% |
| 1Y | +183.3% | +17.6% | +165.7% | +117.0% |
| 3Y | +783.0% | +77.0% | +706.0% | +267.5% |
| 5Y | +377.2% | +82.6% | +294.7% | +95.7% |
| All | +377.2% | +80.3% | +296.9% | +95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling