+18,329.5%
COR vs IVZ
+1,117.8%
+17,211.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.0% |
| 7D | +2.8% | +0.6% | +2.1% | +2.6% |
| 30D | +4.5% | +4.0% | +0.5% | +3.8% |
| 3M | +22.7% | +18.2% | +4.5% | +18.7% |
| 6M | -9.7% | +32.8% | -42.6% | -14.7% |
| YTD | -1.4% | +28.7% | -30.2% | -6.6% |
| 1Y | +13.9% | +55.4% | -41.4% | +4.2% |
| 3Y | +94.0% | +135.2% | -41.3% | +60.1% |
| 5Y | +184.0% | +64.2% | +119.8% | +144.6% |
| 10Y | +406.8% | +64.6% | +342.1% | +310.2% |
| All | +18,329.5% | +1,117.8% | +17,211.7% | +10,263.6% |
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 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