-3.1%
COR vs IWD
+28.5%
-31.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +2.9% | +1.7% | +1.2% | +2.1% |
| 30D | +5.8% | +3.2% | +2.6% | +4.9% |
| 3M | +11.4% | +2.3% | +9.1% | +10.6% |
| 6M | +34.5% | +12.9% | +21.5% | +30.8% |
| YTD | +4.1% | +26.2% | -22.2% | -3.3% |
| 1Y | -3.1% | +28.3% | -31.4% | -10.2% |
| All | -3.1% | +28.5% | -31.6% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling