+8,300.7%
COR vs IWD
+728.9%
+7,571.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | +0.8% | -0.5% | +1.3% | +1.2% |
| 30D | +5.1% | +2.7% | +2.5% | +3.5% |
| 3M | +2.8% | +0.9% | +1.9% | +2.3% |
| 6M | +32.5% | +10.5% | +22.0% | +24.3% |
| YTD | -0.7% | +23.7% | -24.4% | -13.5% |
| 1Y | -6.7% | +28.7% | -35.4% | -20.8% |
| 3Y | +73.7% | +79.7% | -6.0% | +17.0% |
| 5Y | +177.9% | +69.7% | +108.2% | +92.5% |
| 10Y | +533.8% | +211.4% | +322.3% | +200.2% |
| All | +8,300.7% | +728.9% | +7,571.7% | +2,093.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling