+363.6%
IGV vs KORU
-21.4%
+385.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.2% | +0.5% |
| 7D | +2.3% | +11.1% | -8.8% | +0.6% |
| 30D | -6.0% | -40.6% | +34.6% | -1.4% |
| 3M | -4.8% | -63.9% | +59.1% | +4.1% |
| 6M | +14.2% | -82.8% | +97.0% | +24.1% |
| YTD | -4.2% | -15.4% | +11.2% | -30.4% |
| 1Y | -5.3% | -3.3% | -2.0% | -33.3% |
| 3Y | +38.8% | +136.2% | -97.4% | -26.1% |
| 5Y | +14.2% | -36.7% | +50.9% | -26.9% |
| All | +363.6% | -21.4% | +385.0% | +140.5% |
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