+949.2%
IGV vs COR
+3,810.6%
-2,861.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | -1.3% | -1.2% | -0.1% | -0.9% |
| 30D | -8.1% | +7.6% | -15.8% | -10.3% |
| 3M | -1.6% | +5.0% | -6.6% | -3.4% |
| 6M | +12.7% | +35.3% | -22.6% | +1.9% |
| YTD | -3.3% | +4.2% | -7.5% | -6.3% |
| 1Y | -7.9% | -3.4% | -4.5% | -8.8% |
| 3Y | +40.3% | +81.1% | -40.8% | +10.4% |
| 5Y | +17.3% | +195.8% | -178.5% | -23.1% |
| 10Y | +362.3% | +493.6% | -131.3% | +121.8% |
| All | +949.2% | +3,810.6% | -2,861.5% | +152.0% |
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 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