+830.2%
COHR vs IYR
+29.0%
+801.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +3.5% |
| 7D | +8.3% | -1.4% | +9.7% | +9.5% |
| 30D | -14.1% | -2.7% | -11.5% | -12.5% |
| 3M | -16.0% | -2.1% | -13.9% | -15.9% |
| 6M | +21.5% | +3.6% | +17.9% | +14.6% |
| YTD | +65.4% | +8.1% | +57.3% | +49.4% |
| 1Y | +195.0% | +4.7% | +190.3% | +174.4% |
| 3Y | +830.2% | +29.1% | +801.0% | +583.0% |
| All | +830.2% | +29.0% | +801.2% | +583.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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