+492.2%
COR vs IP
+20.8%
+471.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.4% | +1.5% | +2.6% |
| 7D | +7.8% | -0.3% | +8.1% | +7.9% |
| 30D | +7.0% | +7.9% | -0.9% | +5.2% |
| 3M | +16.3% | -15.3% | +31.6% | +20.2% |
| 6M | +41.3% | +10.5% | +30.8% | +36.7% |
| YTD | +7.1% | -9.4% | +16.5% | +7.1% |
| 1Y | -0.8% | -4.6% | +3.8% | -2.4% |
| 3Y | +85.0% | +21.2% | +63.7% | +56.0% |
| 5Y | +203.9% | -13.3% | +217.2% | +185.7% |
| All | +492.2% | +20.8% | +471.3% | +402.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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