+24.0%
IJR vs COR
+12.8%
+11.2%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.2% | +0.4% |
| 7D | -0.2% | +2.8% | -2.9% | -0.2% |
| 30D | -2.4% | +4.5% | -6.9% | -2.5% |
| 3M | +3.9% | +22.7% | -18.7% | +3.4% |
| 6M | +12.4% | -9.7% | +22.1% | +13.3% |
| YTD | +21.5% | -1.4% | +22.9% | +22.1% |
| 1Y | +24.0% | +13.9% | +10.1% | +23.5% |
| All | +24.0% | +12.8% | +11.2% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling