+83.1%
IVV vs COR
+184.0%
-101.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.4% | -0.2% |
| 7D | +0.1% | +2.8% | -2.7% | -0.2% |
| 30D | +0.1% | +4.5% | -4.5% | -0.6% |
| 3M | +2.0% | +22.7% | -20.7% | -1.1% |
| 6M | +13.0% | -9.7% | +22.8% | +15.2% |
| YTD | +13.6% | -1.4% | +15.0% | +13.6% |
| 1Y | +20.1% | +13.9% | +6.2% | +16.0% |
| 3Y | +77.6% | +94.0% | -16.4% | +41.5% |
| All | +83.1% | +184.0% | -101.0% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling