+2,862.2%
COR vs IAG
+377.5%
+2,484.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.8% |
| 7D | +2.8% | -0.5% | +3.3% | +2.8% |
| 30D | +4.5% | +28.9% | -24.4% | +3.9% |
| 3M | +22.7% | +19.1% | +3.5% | +22.0% |
| 6M | -9.7% | -10.3% | +0.5% | -9.7% |
| YTD | -1.4% | +24.2% | -25.6% | -2.3% |
| 1Y | +13.9% | +116.5% | -102.6% | +11.1% |
| 3Y | +94.0% | +742.8% | -648.8% | +80.9% |
| 5Y | +184.0% | +753.3% | -569.3% | +161.7% |
| 10Y | +406.8% | +403.2% | +3.6% | +363.3% |
| All | +2,862.2% | +377.5% | +2,484.7% | +2,792.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling