+14,484.8%
COHR vs IVZ
+1,088.7%
+13,396.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.7% |
| 7D | +8.3% | -2.4% | +10.7% | +9.3% |
| 30D | -14.1% | +3.0% | -17.2% | -15.2% |
| 3M | -16.0% | +14.9% | -30.9% | -20.1% |
| 6M | +21.5% | +36.7% | -15.3% | +8.3% |
| YTD | +65.4% | +25.7% | +39.8% | +51.5% |
| 1Y | +195.0% | +47.7% | +147.3% | +155.2% |
| 3Y | +830.2% | +138.8% | +691.3% | +578.7% |
| 5Y | +397.1% | +62.1% | +335.0% | +313.8% |
| 10Y | +1,317.7% | +64.3% | +1,253.4% | +990.3% |
| All | +14,484.8% | +1,088.7% | +13,396.1% | +7,519.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling