+48.0%
IEFA vs COR
+203.9%
-155.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.8% | -0.2% |
| 7D | +2.2% | +7.8% | -5.6% | +1.4% |
| 30D | +1.1% | +7.0% | -5.9% | +0.4% |
| 3M | -4.3% | +16.3% | -20.5% | -5.6% |
| 6M | +1.4% | +41.3% | -39.9% | -2.2% |
| YTD | +10.1% | +7.1% | +2.9% | +9.4% |
| 1Y | +12.9% | -0.8% | +13.7% | +13.5% |
| 3Y | +65.8% | +85.0% | -19.2% | +45.0% |
| All | +48.0% | +203.9% | -155.9% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling