+357.7%
IGV vs KORU
+92.5%
+265.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.0% | -8.7% | -0.9% |
| 7D | -2.9% | -1.7% | -1.2% | -2.9% |
| 30D | -1.5% | +13.5% | -15.0% | -4.5% |
| 3M | +11.7% | -45.2% | +56.9% | +12.6% |
| 6M | +18.4% | +17.1% | +1.3% | -6.2% |
| YTD | -3.9% | +154.1% | -158.1% | -37.6% |
| 1Y | -9.7% | +375.7% | -385.3% | -49.3% |
| 3Y | +38.4% | +474.0% | -435.6% | -31.7% |
| 5Y | +21.6% | +60.4% | -38.8% | -28.5% |
| All | +357.7% | +92.5% | +265.2% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KORU.
Daily Out/Under-Performance
Portfolio return minus KORU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KORU 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 KORU 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