+475.2%
COR vs IWD
+202.4%
+272.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | +2.9% | +1.7% | +1.2% | +1.6% |
| 30D | +5.8% | +3.2% | +2.6% | +3.5% |
| 3M | +11.4% | +2.3% | +9.1% | +9.7% |
| 6M | +34.5% | +12.9% | +21.5% | +23.0% |
| YTD | +4.1% | +26.2% | -22.2% | -12.6% |
| 1Y | -3.1% | +28.3% | -31.4% | -19.6% |
| 3Y | +80.9% | +84.4% | -3.5% | +10.4% |
| 5Y | +195.1% | +73.0% | +122.2% | +87.6% |
| All | +475.2% | +202.4% | +272.8% | +148.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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