+205.5%
COR vs IWD
+72.9%
+132.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.5% | +2.7% |
| 7D | +7.6% | +2.3% | +5.4% | +6.6% |
| 30D | +6.8% | +3.6% | +3.2% | +5.3% |
| 3M | +16.0% | +2.2% | +13.9% | +15.1% |
| 6M | +41.0% | +13.0% | +28.1% | +34.2% |
| YTD | +6.9% | +26.5% | -19.6% | -3.2% |
| 1Y | -1.0% | +30.1% | -31.1% | -11.5% |
| 3Y | +84.6% | +84.9% | -0.2% | +36.5% |
| All | +205.5% | +72.9% | +132.6% | +136.5% |
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