+186.1%
COR vs IWD
+73.6%
+112.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.6% |
| 7D | +2.8% | -0.3% | +3.0% | +2.9% |
| 30D | +4.5% | +0.6% | +3.9% | +4.3% |
| 3M | +22.7% | +7.2% | +15.4% | +19.0% |
| 6M | -9.7% | +16.2% | -25.9% | -15.5% |
| YTD | -1.4% | +23.3% | -24.8% | -10.2% |
| 1Y | +13.9% | +29.6% | -15.6% | +1.5% |
| 3Y | +94.0% | +70.5% | +23.5% | +48.4% |
| All | +186.1% | +73.6% | +112.5% | +115.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling