+6,461.7%
COHR vs IWD
+715.1%
+5,746.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.2% |
| 7D | +13.0% | -1.2% | +14.1% | +14.4% |
| 30D | -6.7% | -1.6% | -5.0% | -5.2% |
| 3M | -14.7% | +7.0% | -21.7% | -21.5% |
| 6M | +20.3% | +17.0% | +3.3% | +1.0% |
| YTD | +64.4% | +21.6% | +42.8% | +32.4% |
| 1Y | +205.9% | +28.0% | +177.9% | +133.2% |
| 3Y | +814.1% | +70.6% | +743.5% | +428.1% |
| 5Y | +387.4% | +73.3% | +314.0% | +187.6% |
| 10Y | +1,308.9% | +200.5% | +1,108.4% | +384.0% |
| All | +6,461.7% | +715.1% | +5,746.7% | +879.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling