+21.2%
IGV vs COR
+180.2%
-159.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -1.5% | -3.9% | +2.3% | -1.3% |
| 30D | -3.0% | -0.3% | -2.7% | -3.0% |
| 3M | +9.6% | +15.9% | -6.3% | +8.4% |
| 6M | +16.1% | -10.3% | +26.4% | +17.1% |
| YTD | -3.6% | -3.7% | +0.1% | -3.5% |
| 1Y | -7.8% | +9.1% | -16.9% | -9.3% |
| 3Y | +40.0% | +86.6% | -46.6% | +21.2% |
| 5Y | +21.2% | +180.9% | -159.7% | -6.9% |
| All | +21.2% | +180.2% | -159.0% | -6.9% |
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