+182.1%
COR vs IWF
+73.6%
+108.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | -1.9% | +1.5% | -3.4% | -2.0% |
| 30D | +1.5% | -1.3% | +2.8% | +1.6% |
| 3M | +18.7% | +0.1% | +18.6% | +18.6% |
| 6M | -9.0% | +10.3% | -19.3% | -10.4% |
| YTD | -3.3% | +4.2% | -7.4% | -4.0% |
| 1Y | +9.8% | +9.3% | +0.5% | +8.2% |
| 3Y | +87.4% | +79.3% | +8.0% | +64.8% |
| All | +182.1% | +73.6% | +108.5% | +144.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling