+2,875.4%
COR vs IEF
+129.4%
+2,746.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.9% |
| 7D | +2.8% | -0.3% | +3.1% | +2.6% |
| 30D | +4.5% | -0.8% | +5.3% | +4.1% |
| 3M | +22.7% | -1.0% | +23.6% | +22.0% |
| 6M | -9.7% | -2.8% | -7.0% | -11.1% |
| YTD | -1.4% | -1.5% | +0.1% | -2.2% |
| 1Y | +13.9% | -0.4% | +14.4% | +13.7% |
| 3Y | +94.0% | +9.7% | +84.3% | +105.5% |
| 5Y | +184.0% | -8.3% | +192.3% | +160.6% |
| 10Y | +406.8% | +4.6% | +402.2% | +420.6% |
| All | +2,875.4% | +129.4% | +2,746.1% | +5,538.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling