+186.1%
COR vs IP
-17.2%
+203.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.0% |
| 7D | +2.8% | -5.3% | +8.0% | +3.0% |
| 30D | +4.5% | -10.9% | +15.4% | +5.1% |
| 3M | +22.7% | +11.2% | +11.5% | +22.0% |
| 6M | -9.7% | -10.2% | +0.5% | -9.0% |
| YTD | -1.4% | -2.0% | +0.6% | -1.4% |
| 1Y | +13.9% | -19.1% | +33.0% | +15.5% |
| 3Y | +94.0% | +20.9% | +73.1% | +80.4% |
| All | +186.1% | -17.2% | +203.3% | +205.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling