+1,148.9%
IJR vs COR
+7,935.9%
-6,787.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.1% |
| 7D | +0.9% | -1.9% | +2.8% | +1.5% |
| 30D | -3.1% | +1.5% | -4.7% | -3.8% |
| 3M | +4.4% | +18.7% | -14.3% | -1.6% |
| 6M | +16.1% | -9.0% | +25.2% | +18.2% |
| YTD | +20.6% | -3.3% | +23.9% | +19.8% |
| 1Y | +22.9% | +9.8% | +13.0% | +16.6% |
| 3Y | +55.2% | +87.4% | -32.1% | +20.4% |
| 5Y | +41.1% | +180.5% | -139.4% | -5.8% |
| 10Y | +167.0% | +398.1% | -231.2% | +40.3% |
| All | +1,148.9% | +7,935.9% | -6,787.1% | +264.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling