+512.3%
COR vs IWD
+212.1%
+300.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +2.2% |
| 7D | +2.3% | +1.3% | +1.1% | +1.5% |
| 30D | +6.8% | +3.6% | +3.2% | +4.2% |
| 3M | +8.1% | +2.3% | +5.8% | +6.4% |
| 6M | +33.0% | +13.0% | +20.0% | +21.6% |
| YTD | +3.0% | +26.2% | -23.2% | -13.5% |
| 1Y | -3.4% | +30.5% | -33.9% | -20.9% |
| 3Y | +80.1% | +86.2% | -6.1% | +8.9% |
| 5Y | +194.7% | +72.9% | +121.8% | +87.1% |
| 10Y | +512.3% | +205.0% | +307.2% | +142.8% |
| All | +512.3% | +212.1% | +300.2% | +142.8% |
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