+26.4%
IWM vs COHR
+211.4%
-185.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.6% | -6.3% | -0.4% |
| 7D | +0.1% | +1.0% | -0.9% | 0.0% |
| 30D | -1.3% | -14.1% | +12.9% | -0.2% |
| 3M | +1.6% | -33.2% | +34.8% | +4.9% |
| 6M | +13.6% | +2.5% | +11.0% | +9.9% |
| YTD | +20.8% | +52.7% | -32.0% | +11.3% |
| 1Y | +26.4% | +194.8% | -168.4% | +8.2% |
| All | +26.4% | +211.4% | -185.0% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COHR.
Daily Out/Under-Performance
Portfolio return minus COHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COHR 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 1y: compounded portfolio wealth divided by compounded COHR 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…
1y analysis · Full analysis span regression · 6 months rolling