+3.5%
COR vs IRE
-97.6%
+101.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -23.2% | +27.2% | +3.4% |
| 7D | +9.1% | -46.8% | +56.0% | +7.9% |
| 30D | +12.4% | -75.5% | +87.9% | +9.7% |
| 3M | +15.8% | -79.4% | +95.2% | +13.1% |
| 6M | +17.1% | -91.3% | +108.3% | +13.8% |
| YTD | +5.4% | -90.8% | +96.3% | +2.3% |
| 1Y | +3.5% | -97.7% | +101.3% | +1.8% |
| All | +3.5% | -97.6% | +101.1% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling