+8,234.9%
COR vs IWD
+726.5%
+7,508.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.4% |
| 7D | +2.8% | -0.3% | +3.0% | +2.9% |
| 30D | +4.5% | +0.6% | +3.9% | +4.1% |
| 3M | +22.7% | +7.2% | +15.4% | +17.2% |
| 6M | -9.7% | +16.2% | -25.9% | -18.2% |
| YTD | -1.4% | +23.3% | -24.8% | -14.0% |
| 1Y | +13.9% | +29.6% | -15.6% | -3.8% |
| 3Y | +94.0% | +70.5% | +23.5% | +34.9% |
| 5Y | +184.0% | +73.5% | +110.5% | +93.8% |
| 10Y | +406.8% | +198.3% | +208.4% | +145.9% |
| All | +8,234.9% | +726.5% | +7,508.4% | +2,078.2% |
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