+86.5%
COR vs IWF
+77.2%
+9.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.5% |
| 7D | -3.9% | +0.5% | -4.4% | -3.8% |
| 30D | -0.3% | -1.4% | +1.1% | -0.5% |
| 3M | +15.9% | +0.4% | +15.4% | +16.1% |
| 6M | -10.3% | +8.5% | -18.7% | -9.9% |
| YTD | -3.7% | +3.7% | -7.4% | -3.6% |
| 1Y | +9.1% | +8.5% | +0.6% | +9.5% |
| All | +86.5% | +77.2% | +9.4% | +90.7% |
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