+512.3%
COR vs IBB
+139.6%
+372.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +2.5% |
| 7D | +2.3% | +2.7% | -0.4% | +1.3% |
| 30D | +6.8% | +6.3% | +0.4% | +4.0% |
| 3M | +8.1% | +11.1% | -3.0% | +3.1% |
| 6M | +33.0% | +29.2% | +3.8% | +18.5% |
| YTD | +3.0% | +30.2% | -27.2% | -9.2% |
| 1Y | -3.4% | +39.5% | -42.9% | -17.5% |
| 3Y | +80.1% | +92.3% | -12.2% | +28.3% |
| 5Y | +194.7% | +43.0% | +151.8% | +142.5% |
| 10Y | +512.3% | +137.1% | +375.2% | +230.7% |
| All | +512.3% | +139.6% | +372.7% | +230.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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