+13,779.9%
COR vs IBN
+1,532.9%
+12,247.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.1% | -1.8% |
| 7D | +2.8% | +1.4% | +1.4% | +2.6% |
| 30D | +4.5% | -0.3% | +4.9% | +4.6% |
| 3M | +22.7% | +17.1% | +5.6% | +20.1% |
| 6M | -9.7% | +3.4% | -13.1% | -10.3% |
| YTD | -1.4% | +2.5% | -4.0% | -2.0% |
| 1Y | +13.9% | -4.2% | +18.1% | +14.2% |
| 3Y | +94.0% | +32.4% | +61.6% | +85.4% |
| 5Y | +184.0% | +59.2% | +124.8% | +163.3% |
| 10Y | +406.8% | +345.7% | +61.1% | +300.4% |
| All | +13,779.9% | +1,532.9% | +12,247.0% | +9,724.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling