+492.2%
COR vs IVZ
+43.7%
+448.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | +2.5% |
| 7D | +7.8% | +7.6% | +0.2% | +6.3% |
| 30D | +7.0% | +4.3% | +2.7% | +6.1% |
| 3M | +16.3% | -9.3% | +25.6% | +18.3% |
| 6M | +41.3% | +5.2% | +36.0% | +38.9% |
| YTD | +7.1% | +13.4% | -6.3% | +3.0% |
| 1Y | -0.8% | +25.4% | -26.2% | -6.8% |
| 3Y | +85.0% | +152.5% | -67.5% | +41.9% |
| 5Y | +203.9% | +36.7% | +167.2% | +167.4% |
| All | +492.2% | +43.7% | +448.5% | +374.2% |
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