+215.7%
IEFA vs COR
+1,052.5%
-836.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.2% |
| 7D | +1.2% | -1.9% | +3.1% | +1.6% |
| 30D | -0.6% | +1.5% | -2.1% | -1.0% |
| 3M | +6.2% | +18.7% | -12.5% | +1.9% |
| 6M | +11.2% | -9.0% | +20.2% | +12.8% |
| YTD | +14.2% | -3.3% | +17.5% | +13.8% |
| 1Y | +20.0% | +9.8% | +10.2% | +15.5% |
| 3Y | +68.8% | +87.4% | -18.6% | +39.4% |
| 5Y | +52.7% | +180.5% | -127.9% | +11.8% |
| 10Y | +144.2% | +398.1% | -253.9% | +49.2% |
| All | +215.7% | +1,052.5% | -836.8% | +45.2% |
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