+1,298.9%
COHR vs IWF
+422.7%
+876.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +3.0% |
| 7D | +8.3% | -0.9% | +9.3% | +9.9% |
| 30D | -14.1% | -1.7% | -12.4% | -11.6% |
| 3M | -16.0% | +0.7% | -16.7% | -14.7% |
| 6M | +21.5% | +8.6% | +12.9% | +11.3% |
| YTD | +65.4% | +3.5% | +61.9% | +63.9% |
| 1Y | +195.0% | +7.0% | +188.0% | +182.6% |
| 3Y | +830.2% | +76.3% | +753.8% | +392.3% |
| 5Y | +397.1% | +74.8% | +322.4% | +172.1% |
| All | +1,298.9% | +422.7% | +876.1% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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