+363.6%
IGV vs COR
+486.2%
-122.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.2% | -0.9% |
| 7D | +2.3% | +7.8% | -5.5% | +0.7% |
| 30D | -6.0% | +7.0% | -13.0% | -7.4% |
| 3M | -4.8% | +16.3% | -21.0% | -8.0% |
| 6M | +14.2% | +41.3% | -27.1% | +5.1% |
| YTD | -4.2% | +7.1% | -11.4% | -6.8% |
| 1Y | -5.3% | -0.8% | -4.4% | -6.1% |
| 3Y | +38.8% | +85.0% | -46.2% | +13.8% |
| 5Y | +14.2% | +203.9% | -189.7% | -20.5% |
| All | +363.6% | +486.2% | -122.6% | +157.4% |
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