+313.7%
IVV vs COR
+397.4%
-83.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.1% |
| 7D | +0.5% | -1.9% | +2.4% | +1.0% |
| 30D | -1.0% | +1.5% | -2.5% | -1.5% |
| 3M | +3.9% | +18.7% | -14.8% | -1.1% |
| 6M | +14.5% | -9.0% | +23.5% | +16.4% |
| YTD | +12.9% | -3.3% | +16.2% | +12.4% |
| 1Y | +19.4% | +9.8% | +9.5% | +14.1% |
| 3Y | +78.8% | +87.4% | -8.6% | +41.9% |
| 5Y | +82.2% | +180.5% | -98.3% | +25.6% |
| 10Y | +313.7% | +398.1% | -84.5% | +147.6% |
| All | +313.7% | +397.4% | -83.7% | +147.6% |
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