+8,234.9%
COR vs IWF
+727.1%
+7,507.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.9% |
| 7D | +2.8% | +0.5% | +2.2% | +2.5% |
| 30D | +4.5% | -0.4% | +4.9% | +4.6% |
| 3M | +22.7% | -2.6% | +25.3% | +23.3% |
| 6M | -9.7% | +9.1% | -18.9% | -14.4% |
| YTD | -1.4% | +4.5% | -5.9% | -4.6% |
| 1Y | +13.9% | +10.1% | +3.8% | +7.1% |
| 3Y | +94.0% | +77.6% | +16.3% | +37.6% |
| 5Y | +184.0% | +73.7% | +110.3% | +98.3% |
| 10Y | +406.8% | +411.5% | -4.8% | +91.1% |
| All | +8,234.9% | +727.1% | +7,507.9% | +1,834.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling