+395.2%
COR vs IJH
+184.0%
+211.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.2% |
| 7D | -2.8% | -1.9% | -1.0% | -1.9% |
| 30D | +2.6% | -4.6% | +7.2% | +4.9% |
| 3M | +14.5% | -1.2% | +15.6% | +14.8% |
| 6M | -7.8% | +9.4% | -17.2% | -12.6% |
| YTD | -4.2% | +13.3% | -17.6% | -10.9% |
| 1Y | +7.0% | +13.4% | -6.4% | -0.8% |
| 3Y | +85.5% | +50.4% | +35.1% | +41.6% |
| 5Y | +181.2% | +49.0% | +132.2% | +110.4% |
| All | +395.2% | +184.0% | +211.1% | +118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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