+51.6%
COHR vs IWD
+33.0%
+18.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.6% | -8.6% | -11.2% |
| 7D | -18.6% | +2.5% | -21.1% | -22.9% |
| 30D | -41.5% | +6.0% | -47.5% | -48.8% |
| 3M | -39.7% | +3.8% | -43.5% | -45.2% |
| 6M | -40.9% | +16.3% | -57.2% | -60.3% |
| YTD | +5.7% | +27.5% | -21.8% | -41.9% |
| 1Y | +51.6% | +32.8% | +18.8% | -22.2% |
| All | +51.6% | +33.0% | +18.5% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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