+492.2%
COR vs IWD
+203.0%
+289.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.7% | +2.8% |
| 7D | +7.8% | +2.3% | +5.6% | +6.1% |
| 30D | +7.0% | +3.6% | +3.4% | +4.4% |
| 3M | +16.3% | +2.2% | +14.1% | +14.6% |
| 6M | +41.3% | +13.0% | +28.3% | +29.3% |
| YTD | +7.1% | +26.5% | -19.4% | -10.1% |
| 1Y | -0.8% | +30.1% | -31.0% | -18.6% |
| 3Y | +85.0% | +84.9% | +0.1% | +12.7% |
| 5Y | +203.9% | +73.4% | +130.5% | +92.8% |
| All | +492.2% | +203.0% | +289.2% | +155.2% |
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