+166.4%
IWM vs COHR
+1,321.6%
-1,155.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.7% | -0.5% |
| 7D | -2.4% | +8.3% | -10.7% | -4.1% |
| 30D | -4.6% | -14.1% | +9.6% | -2.1% |
| 3M | -0.3% | -16.0% | +15.7% | +0.6% |
| 6M | +14.7% | +21.5% | -6.7% | +4.5% |
| YTD | +17.8% | +65.4% | -47.6% | -1.4% |
| 1Y | +21.2% | +195.0% | -173.8% | -12.8% |
| 3Y | +62.3% | +830.2% | -767.8% | -19.0% |
| 5Y | +38.7% | +397.1% | -358.4% | -23.6% |
| All | +166.4% | +1,321.6% | -1,155.3% | -1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling