+793.0%
COHR vs IWD
+69.4%
+723.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -2.8% |
| 7D | +10.9% | -2.3% | +13.2% | +16.6% |
| 30D | -10.8% | -1.8% | -9.0% | -8.0% |
| 3M | -17.4% | +8.0% | -25.4% | -31.5% |
| 6M | +12.5% | +17.0% | -4.5% | -20.6% |
| YTD | +58.8% | +21.3% | +37.6% | +4.3% |
| 1Y | +183.3% | +27.9% | +155.3% | +66.6% |
| All | +793.0% | +69.4% | +723.6% | +205.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling