+194.8%
COHR vs IWD
+30.5%
+164.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.7% | +7.3% | +8.2% |
| 7D | +1.0% | -0.3% | +1.2% | +1.4% |
| 30D | -14.1% | +0.6% | -14.7% | -16.2% |
| 3M | -33.2% | +7.2% | -40.4% | -44.7% |
| 6M | +2.5% | +16.2% | -13.7% | -30.5% |
| YTD | +52.7% | +23.3% | +29.4% | -7.1% |
| 1Y | +194.8% | +29.6% | +165.2% | +71.7% |
| All | +194.8% | +30.5% | +164.3% | +71.7% |
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