+1,298.9%
COHR vs IVZ
+65.9%
+1,233.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.5% |
| 7D | +8.3% | -2.4% | +10.7% | +9.7% |
| 30D | -14.1% | +3.0% | -17.2% | -15.8% |
| 3M | -16.0% | +14.9% | -30.9% | -22.1% |
| 6M | +21.5% | +36.7% | -15.3% | +2.2% |
| YTD | +65.4% | +25.7% | +39.8% | +44.5% |
| 1Y | +195.0% | +47.7% | +147.3% | +136.7% |
| 3Y | +830.2% | +138.8% | +691.3% | +472.9% |
| 5Y | +397.1% | +62.1% | +335.0% | +262.5% |
| All | +1,298.9% | +65.9% | +1,233.0% | +945.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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