+17,914.9%
COR vs IP
+176.6%
+17,738.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.0% | -0.1% | -3.3% |
| 7D | +2.8% | -5.0% | +7.7% | +3.8% |
| 30D | +7.4% | +6.5% | +0.8% | +6.0% |
| 3M | +7.3% | -18.0% | +25.3% | +11.1% |
| 6M | +11.5% | +10.3% | +1.2% | +8.2% |
| YTD | +1.2% | -9.9% | +11.1% | +1.2% |
| 1Y | -3.3% | -1.1% | -2.3% | -5.2% |
| 3Y | +78.5% | +13.0% | +65.5% | +64.1% |
| 5Y | +183.0% | -12.3% | +195.2% | +171.5% |
| 10Y | +545.4% | +26.8% | +518.5% | +460.0% |
| All | +17,914.9% | +176.6% | +17,738.2% | +12,834.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling