+5,918.8%
COHR vs IVV
+758.8%
+5,160.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.6% | +7.7% | +7.9% |
| 7D | +11.0% | +0.5% | +10.5% | +10.1% |
| 30D | -20.4% | -1.0% | -19.4% | -19.4% |
| 3M | -24.9% | +3.9% | -28.7% | -27.6% |
| 6M | +28.1% | +14.5% | +13.6% | +10.4% |
| YTD | +63.6% | +12.9% | +50.7% | +44.4% |
| 1Y | +205.9% | +19.4% | +186.6% | +154.7% |
| 3Y | +809.3% | +78.8% | +730.5% | +401.2% |
| 5Y | +397.1% | +82.2% | +314.9% | +179.3% |
| 10Y | +1,238.1% | +313.7% | +924.5% | +215.7% |
| All | +5,918.8% | +758.8% | +5,160.0% | +697.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling