+791.8%
IWM vs COHR
+6,374.2%
-5,582.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -1.1% | +13.0% | -14.1% | -4.0% |
| 30D | -3.1% | -6.7% | +3.6% | -2.3% |
| 3M | +2.2% | -14.7% | +17.0% | +2.8% |
| 6M | +15.1% | +20.3% | -5.2% | +4.5% |
| YTD | +18.6% | +64.4% | -45.9% | -1.3% |
| 1Y | +24.0% | +205.9% | -181.9% | -12.5% |
| 3Y | +63.7% | +814.1% | -750.4% | -18.3% |
| 5Y | +38.2% | +387.4% | -349.2% | -24.2% |
| 10Y | +171.7% | +1,308.9% | -1,137.2% | +2.5% |
| All | +791.8% | +6,374.2% | -5,582.5% | +139.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling