+8,699.1%
COR vs IWD
+745.9%
+7,953.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +2.9% | +1.7% | +1.2% | +1.8% |
| 30D | +5.8% | +3.2% | +2.6% | +3.8% |
| 3M | +11.4% | +2.3% | +9.1% | +10.0% |
| 6M | +34.5% | +12.9% | +21.5% | +24.5% |
| YTD | +4.1% | +26.2% | -22.2% | -10.5% |
| 1Y | -3.1% | +28.3% | -31.4% | -17.6% |
| 3Y | +80.9% | +84.4% | -3.5% | +19.8% |
| 5Y | +195.1% | +73.0% | +122.2% | +102.1% |
| 10Y | +492.7% | +203.3% | +289.4% | +184.7% |
| All | +8,699.1% | +745.9% | +7,953.1% | +2,168.4% |
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