+309.6%
IVV vs COR
+534.3%
-224.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.3% | +1.4% |
| 7D | +0.1% | +2.3% | -2.3% | -0.5% |
| 30D | -3.3% | +6.8% | -10.1% | -5.0% |
| 3M | -2.4% | +8.1% | -10.5% | -4.6% |
| 6M | +2.6% | +33.0% | -30.4% | -5.7% |
| YTD | +11.3% | +3.0% | +8.3% | +8.9% |
| 1Y | +13.4% | -3.4% | +16.9% | +13.0% |
| 3Y | +80.3% | +80.1% | +0.2% | +43.9% |
| 5Y | +72.7% | +194.7% | -122.0% | +14.9% |
| 10Y | +309.6% | +512.3% | -202.6% | +120.5% |
| All | +309.6% | +534.3% | -224.7% | +120.5% |
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 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