+3,503.3%
COR vs ITOT
+891.2%
+2,612.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.6% |
| 7D | -1.9% | +0.7% | -2.6% | -2.3% |
| 30D | +1.5% | -1.1% | +2.6% | +2.2% |
| 3M | +18.7% | +3.9% | +14.8% | +15.5% |
| 6M | -9.0% | +14.7% | -23.8% | -17.1% |
| YTD | -3.3% | +13.3% | -16.6% | -11.2% |
| 1Y | +9.8% | +19.1% | -9.3% | -2.5% |
| 3Y | +87.4% | +77.3% | +10.0% | +24.7% |
| 5Y | +180.5% | +74.1% | +106.4% | +85.3% |
| 10Y | +398.1% | +293.1% | +105.0% | +88.4% |
| All | +3,503.3% | +891.2% | +2,612.2% | +600.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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