+19,318.5%
COR vs IVZ
+963.1%
+18,355.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +2.4% | +2.2% | +0.3% | +2.0% |
| 30D | +7.7% | -2.2% | +9.8% | +8.0% |
| 3M | +7.5% | -8.4% | +15.9% | +9.0% |
| 6M | +34.1% | +6.2% | +28.0% | +32.0% |
| YTD | +3.9% | +12.4% | -8.5% | +0.6% |
| 1Y | -3.6% | +26.0% | -29.6% | -8.6% |
| 3Y | +80.5% | +147.9% | -67.3% | +47.4% |
| 5Y | +194.9% | +38.8% | +156.1% | +161.7% |
| 10Y | +486.6% | +44.6% | +442.0% | +384.8% |
| All | +19,318.5% | +963.1% | +18,355.3% | +11,064.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling