+407.4%
COR vs IAG
+401.0%
+6.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.6% | -0.4% |
| 7D | -3.9% | +1.7% | -5.6% | -3.9% |
| 30D | -0.3% | +11.4% | -11.8% | -0.5% |
| 3M | +15.9% | +33.0% | -17.2% | +15.4% |
| 6M | -10.3% | -6.0% | -4.3% | -10.1% |
| YTD | -3.7% | +24.6% | -28.3% | -4.2% |
| 1Y | +9.1% | +105.0% | -95.9% | +7.3% |
| 3Y | +86.6% | +837.9% | -751.3% | +77.0% |
| 5Y | +180.9% | +817.0% | -636.0% | +163.2% |
| 10Y | +407.4% | +425.3% | -17.9% | +368.2% |
| All | +407.4% | +401.0% | +6.5% | +368.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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