+21.2%
IGV vs KORU
+43.7%
-22.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -12.5% | +11.9% | +0.8% |
| 7D | -5.4% | +2.3% | -7.7% | -5.9% |
| 30D | -2.6% | +20.0% | -22.6% | -5.8% |
| 3M | +10.5% | -32.7% | +43.2% | +7.3% |
| 6M | +18.2% | +13.3% | +4.8% | -4.5% |
| YTD | -4.2% | +133.2% | -137.4% | -36.5% |
| 1Y | -9.8% | +357.3% | -367.1% | -49.6% |
| 3Y | +39.1% | +452.7% | -413.5% | -33.0% |
| 5Y | +21.2% | +47.2% | -26.0% | -27.0% |
| All | +21.2% | +43.7% | -22.5% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling