+9.1%
COR vs IWF
+6.4%
+2.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -1.0% |
| 7D | -4.8% | -1.7% | -3.1% | -5.3% |
| 30D | -3.7% | -1.8% | -1.8% | -4.1% |
| 3M | +14.3% | +1.5% | +12.9% | +14.7% |
| 6M | -8.5% | +7.7% | -16.2% | -9.3% |
| YTD | -4.4% | +2.7% | -7.1% | -5.5% |
| 1Y | +9.1% | +6.8% | +2.4% | +10.3% |
| All | +9.1% | +6.4% | +2.8% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling