+9.1%
COR vs IEF
-2.3%
+11.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | -4.8% | -1.2% | -3.6% | -4.8% |
| 30D | -3.7% | -1.5% | -2.2% | -3.6% |
| 3M | +14.3% | -1.7% | +16.0% | +14.4% |
| 6M | -8.5% | -3.5% | -5.0% | -6.8% |
| YTD | -4.4% | -2.6% | -1.8% | -3.4% |
| 1Y | +9.1% | -2.4% | +11.5% | +10.2% |
| All | +9.1% | -2.3% | +11.5% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 1y: compounded portfolio wealth divided by compounded IEF 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…
1y analysis · Full analysis span regression · 6 months rolling