+80.5%
COR vs IVZ
+150.9%
-70.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.8% |
| 7D | +2.4% | +2.2% | +0.3% | +2.5% |
| 30D | +7.7% | -2.2% | +9.8% | +7.5% |
| 3M | +7.5% | -8.4% | +15.9% | +6.9% |
| 6M | +34.1% | +6.2% | +28.0% | +34.7% |
| YTD | +3.9% | +12.4% | -8.5% | +4.7% |
| 1Y | -3.6% | +26.0% | -29.6% | -2.3% |
| 3Y | +80.5% | +147.9% | -67.3% | +105.4% |
| All | +80.5% | +150.9% | -70.4% | +105.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling