+87.4%
COR vs IBN
+29.3%
+58.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.7% |
| 7D | -1.9% | -2.2% | +0.3% | -1.7% |
| 30D | +1.5% | -2.3% | +3.8% | +1.7% |
| 3M | +18.7% | +15.9% | +2.8% | +17.7% |
| 6M | -9.0% | +5.6% | -14.6% | -9.2% |
| YTD | -3.3% | -0.1% | -3.2% | -3.2% |
| 1Y | +9.8% | -6.5% | +16.4% | +10.6% |
| 3Y | +87.4% | +29.3% | +58.1% | +86.1% |
| All | +87.4% | +29.3% | +58.1% | +86.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling