+493.6%
COR vs IAG
+370.6%
+123.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.8% | +0.4% |
| 7D | -1.2% | +3.4% | -4.6% | -1.2% |
| 30D | +7.6% | -2.7% | +10.3% | +7.6% |
| 3M | +5.0% | -0.5% | +5.5% | +4.9% |
| 6M | +35.3% | -4.8% | +40.1% | +35.2% |
| YTD | +4.2% | +9.6% | -5.4% | +3.7% |
| 1Y | -3.4% | +32.2% | -35.6% | -4.4% |
| 3Y | +81.1% | +692.5% | -611.4% | +70.0% |
| 5Y | +195.8% | +447.6% | -251.8% | +174.5% |
| 10Y | +493.6% | +403.3% | +90.2% | +439.5% |
| All | +493.6% | +370.6% | +123.0% | +439.5% |
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