+830.2%
COHR vs IWF
+76.9%
+753.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +2.5% |
| 7D | +8.3% | -0.9% | +9.3% | +10.5% |
| 30D | -14.1% | -1.7% | -12.4% | -10.7% |
| 3M | -16.0% | +0.7% | -16.7% | -14.8% |
| 6M | +21.5% | +8.6% | +12.9% | +6.4% |
| YTD | +65.4% | +3.5% | +61.9% | +61.1% |
| 1Y | +195.0% | +7.0% | +188.0% | +172.9% |
| 3Y | +830.2% | +76.3% | +753.8% | +283.8% |
| All | +830.2% | +76.9% | +753.3% | +283.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling