+10.2%
COR vs IRE
-98.1%
+108.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -14.4% | +17.3% | +2.7% |
| 7D | +7.8% | -31.8% | +39.7% | +7.1% |
| 30D | +7.0% | -71.8% | +78.8% | +5.1% |
| 3M | +16.3% | -88.9% | +105.2% | +12.6% |
| 6M | +41.3% | -95.4% | +136.6% | +37.4% |
| YTD | +7.1% | -94.2% | +101.4% | +3.5% |
| 1Y | -0.8% | -97.1% | +96.3% | -3.5% |
| All | +10.2% | -98.1% | +108.3% | +7.4% |
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