-4.5%
COR vs IWD
+29.9%
-34.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +2.7% |
| 7D | +2.3% | +1.3% | +1.1% | +1.9% |
| 30D | +6.8% | +3.6% | +3.2% | +5.7% |
| 3M | +8.1% | +2.3% | +5.8% | +7.3% |
| 6M | +33.0% | +13.0% | +20.0% | +29.3% |
| YTD | +3.0% | +26.2% | -23.2% | -4.3% |
| All | -4.5% | +29.9% | -34.4% | -11.3% |
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 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