+34.5%
COR vs IAG
-7.9%
+42.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.1% | +5.0% | -0.2% |
| 7D | +2.9% | -2.1% | +4.9% | +2.9% |
| 30D | +5.8% | -6.2% | +12.0% | +5.4% |
| 3M | +11.4% | -5.1% | +16.6% | +11.4% |
| 6M | +34.5% | -10.0% | +44.4% | +35.9% |
| All | +34.5% | -7.9% | +42.4% | +35.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling