+80.1%
COR vs IRM
+104.5%
-24.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.4% | +3.6% |
| 7D | +2.3% | -3.8% | +6.1% | +2.4% |
| 30D | +6.8% | -3.2% | +10.0% | +6.8% |
| 3M | +8.1% | -7.8% | +15.9% | +8.1% |
| 6M | +33.0% | -12.7% | +45.7% | +33.0% |
| YTD | +3.0% | +36.7% | -33.7% | +2.7% |
| 1Y | -3.4% | +10.0% | -13.5% | -3.5% |
| 3Y | +80.1% | +107.2% | -27.1% | +89.6% |
| All | +80.1% | +104.5% | -24.3% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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