+144.6%
IEFA vs COR
+406.5%
-261.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -1.6% | -2.8% | +1.3% | -1.0% |
| 30D | -1.5% | +2.6% | -4.0% | -2.0% |
| 3M | +3.4% | +14.5% | -11.0% | +0.4% |
| 6M | +9.5% | -7.8% | +17.3% | +10.6% |
| YTD | +13.0% | -4.2% | +17.3% | +13.0% |
| 1Y | +18.0% | +7.0% | +11.0% | +14.7% |
| 3Y | +65.4% | +85.5% | -20.2% | +39.1% |
| 5Y | +51.6% | +181.2% | -129.6% | +13.8% |
| All | +144.6% | +406.5% | -261.9% | +68.0% |
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