+168.1%
IJR vs COR
+406.5%
-238.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -2.2% | -2.8% | +0.7% | -1.3% |
| 30D | -4.6% | +2.6% | -7.1% | -5.4% |
| 3M | +0.2% | +14.5% | -14.2% | -4.2% |
| 6M | +14.7% | -7.8% | +22.5% | +16.4% |
| YTD | +18.9% | -4.2% | +23.1% | +18.6% |
| 1Y | +19.9% | +7.0% | +12.9% | +14.9% |
| 3Y | +53.0% | +85.5% | -32.5% | +17.7% |
| 5Y | +40.9% | +181.2% | -140.3% | -8.6% |
| All | +168.1% | +406.5% | -238.4% | +47.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling