+407.4%
COR vs IVZ
+60.3%
+347.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -3.9% | +1.2% | -5.0% | -4.1% |
| 30D | -0.3% | +1.8% | -2.1% | -0.7% |
| 3M | +15.9% | +15.7% | +0.1% | +12.0% |
| 6M | -10.3% | +36.3% | -46.6% | -16.5% |
| YTD | -3.7% | +24.9% | -28.6% | -9.2% |
| 1Y | +9.1% | +48.9% | -39.9% | -1.3% |
| 3Y | +86.6% | +136.8% | -50.2% | +45.5% |
| 5Y | +180.9% | +60.0% | +121.0% | +136.1% |
| 10Y | +407.4% | +63.4% | +344.1% | +278.6% |
| All | +407.4% | +60.3% | +347.1% | +278.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling