+1,298.9%
COHR vs IWD
+203.8%
+1,095.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +2.8% |
| 7D | +8.3% | -0.8% | +9.1% | +9.6% |
| 30D | -14.1% | -0.8% | -13.3% | -13.5% |
| 3M | -16.0% | +6.9% | -22.9% | -24.4% |
| 6M | +21.5% | +18.3% | +3.2% | -4.5% |
| YTD | +65.4% | +22.4% | +43.1% | +24.4% |
| 1Y | +195.0% | +27.4% | +167.6% | +110.3% |
| 3Y | +830.2% | +71.2% | +759.0% | +362.3% |
| 5Y | +397.1% | +75.7% | +321.4% | +148.1% |
| All | +1,298.9% | +203.8% | +1,095.1% | +272.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling