+990.2%
IBKR vs COR
+406.5%
+583.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | -1.3% | -2.8% | +1.5% | -0.6% |
| 30D | -0.2% | +2.6% | -2.8% | -0.9% |
| 3M | +3.0% | +14.5% | -11.5% | -1.1% |
| 6M | +33.9% | -7.8% | +41.7% | +35.4% |
| YTD | +42.5% | -4.2% | +46.7% | +42.2% |
| 1Y | +44.9% | +7.0% | +37.9% | +39.2% |
| 3Y | +293.0% | +85.5% | +207.5% | +210.0% |
| 5Y | +497.7% | +181.2% | +316.4% | +303.9% |
| All | +990.2% | +406.5% | +583.7% | +527.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 10y: compounded portfolio wealth divided by compounded COR 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…
10y analysis · Full analysis span regression · 6 months rolling