+50.1%
IEFA vs COR
+179.1%
-129.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -2.4% | -4.8% | +2.4% | -2.0% |
| 30D | -2.1% | -3.7% | +1.6% | -1.8% |
| 3M | +5.5% | +14.3% | -8.8% | +4.0% |
| 6M | +8.1% | -8.5% | +16.6% | +9.5% |
| YTD | +11.9% | -4.4% | +16.3% | +12.4% |
| 1Y | +18.1% | +9.1% | +8.9% | +15.7% |
| 3Y | +65.5% | +85.2% | -19.7% | +41.3% |
| 5Y | +50.1% | +180.7% | -130.6% | +11.0% |
| All | +50.1% | +179.1% | -129.0% | +11.0% |
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 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