+1,395.9%
IBKR vs COR
+1,820.7%
-424.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.7% |
| 7D | -3.8% | -4.8% | +1.0% | -2.0% |
| 30D | -0.3% | -3.7% | +3.4% | +0.9% |
| 3M | +4.8% | +14.3% | -9.6% | -1.3% |
| 6M | +30.8% | -8.5% | +39.3% | +32.7% |
| YTD | +39.5% | -4.4% | +43.9% | +38.4% |
| 1Y | +43.7% | +9.1% | +34.5% | +34.1% |
| 3Y | +284.7% | +85.2% | +199.5% | +178.2% |
| 5Y | +484.9% | +180.7% | +304.2% | +244.8% |
| 10Y | +980.8% | +403.7% | +577.1% | +343.5% |
| All | +1,395.9% | +1,820.7% | -424.8% | +109.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling