+395.2%
COR vs IFF
-20.3%
+415.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -2.8% | -3.2% | +0.3% | -2.2% |
| 30D | +2.6% | -0.3% | +2.8% | +2.6% |
| 3M | +14.5% | +8.4% | +6.0% | +12.5% |
| 6M | -7.8% | +23.0% | -30.8% | -12.8% |
| YTD | -4.2% | +25.5% | -29.7% | -10.2% |
| 1Y | +7.0% | +29.1% | -22.1% | -0.5% |
| 3Y | +85.5% | +31.7% | +53.9% | +65.8% |
| 5Y | +181.2% | -35.2% | +216.4% | +203.1% |
| All | +395.2% | -20.3% | +415.4% | +381.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling