+356.3%
IGV vs COR
+405.5%
-49.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -5.4% | -4.8% | -0.6% | -4.4% |
| 30D | -2.6% | -3.7% | +1.1% | -2.0% |
| 3M | +10.5% | +14.3% | -3.8% | +7.1% |
| 6M | +18.2% | -8.5% | +26.7% | +19.6% |
| YTD | -4.2% | -4.4% | +0.2% | -4.4% |
| 1Y | -9.8% | +9.1% | -19.0% | -13.1% |
| 3Y | +39.1% | +85.2% | -46.1% | +14.8% |
| 5Y | +21.2% | +180.7% | -159.5% | -11.8% |
| All | +356.3% | +405.5% | -49.2% | +195.5% |
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