+407.4%
COR vs IBN
+312.2%
+95.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.1% |
| 7D | -3.9% | -5.1% | +1.2% | -2.9% |
| 30D | -0.3% | -3.5% | +3.2% | +0.3% |
| 3M | +15.9% | +11.3% | +4.6% | +13.5% |
| 6M | -10.3% | +4.4% | -14.7% | -11.2% |
| YTD | -3.7% | -1.8% | -1.9% | -3.7% |
| 1Y | +9.1% | -8.0% | +17.1% | +10.3% |
| 3Y | +86.6% | +27.1% | +59.5% | +75.4% |
| 5Y | +180.9% | +54.5% | +126.4% | +150.7% |
| 10Y | +407.4% | +314.2% | +93.2% | +257.6% |
| All | +407.4% | +312.2% | +95.2% | +257.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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