+79.7%
COR vs IWF
+67.8%
+11.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.2% |
| 7D | +2.9% | +5.3% | -2.4% | +3.3% |
| 30D | +5.8% | -8.6% | +14.4% | +4.7% |
| 3M | +11.4% | -6.5% | +18.0% | +10.6% |
| 6M | +34.5% | -5.6% | +40.1% | +33.8% |
| YTD | +4.1% | -1.5% | +5.6% | +3.6% |
| 1Y | -3.1% | -2.8% | -0.3% | -3.7% |
| All | +79.7% | +67.8% | +11.9% | +91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling