+38.9%
IGV vs KORU
+507.1%
-468.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.9% |
| 7D | -1.5% | +20.1% | -21.6% | -2.9% |
| 30D | -3.0% | +47.5% | -50.5% | -6.4% |
| 3M | +9.6% | -30.1% | +39.6% | +7.5% |
| 6M | +16.1% | +20.1% | -4.0% | +0.8% |
| YTD | -3.6% | +166.6% | -170.2% | -29.0% |
| 1Y | -7.8% | +458.9% | -466.8% | -41.5% |
| All | +38.9% | +507.1% | -468.3% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling