+14,401.1%
COR vs IBN
+1,756.6%
+12,644.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.4% |
| 7D | +2.3% | +14.6% | -12.3% | +0.5% |
| 30D | +6.8% | +23.5% | -16.8% | +3.8% |
| 3M | +8.1% | +14.0% | -5.9% | +6.2% |
| 6M | +33.0% | +31.1% | +1.9% | +28.3% |
| YTD | +3.0% | +16.6% | -13.6% | +0.6% |
| 1Y | -3.4% | +14.9% | -18.3% | -5.5% |
| 3Y | +80.1% | +56.9% | +23.3% | +68.4% |
| 5Y | +194.7% | +69.7% | +125.1% | +171.2% |
| 10Y | +512.3% | +365.4% | +146.9% | +380.8% |
| All | +14,401.1% | +1,756.6% | +12,644.5% | +9,989.8% |
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