+6.9%
COR vs IRE
-97.7%
+104.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -15.8% | +16.7% | +0.5% |
| 7D | +2.4% | -41.9% | +44.3% | +1.7% |
| 30D | +7.7% | -75.1% | +82.8% | +5.5% |
| 3M | +7.5% | -82.4% | +89.9% | +5.1% |
| 6M | +34.1% | -95.5% | +129.7% | +30.9% |
| YTD | +3.9% | -93.1% | +96.9% | +0.7% |
| 1Y | -3.6% | -97.8% | +94.1% | -5.6% |
| All | +6.9% | -97.7% | +104.6% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling