+180.9%
COR vs IAG
+804.8%
-623.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.6% | -0.5% |
| 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% | +15.2% |
| 6M | -10.3% | -6.0% | -4.3% | -9.9% |
| YTD | -3.7% | +24.6% | -28.3% | -4.4% |
| 1Y | +9.1% | +105.0% | -95.9% | +6.2% |
| 3Y | +86.6% | +837.9% | -751.3% | +68.6% |
| 5Y | +180.9% | +817.0% | -636.0% | +148.0% |
| All | +180.9% | +804.8% | -623.9% | +148.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling