+738.6%
IVV vs COR
+10,381.1%
-9,642.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.8% |
| 7D | -2.7% | +0.8% | -3.5% | -2.9% |
| 30D | -5.4% | +5.1% | -10.5% | -6.7% |
| 3M | -4.1% | +2.8% | -6.9% | -5.0% |
| 6M | +0.7% | +32.5% | -31.8% | -7.5% |
| YTD | +8.7% | -0.7% | +9.4% | +7.2% |
| 1Y | +11.0% | -6.7% | +17.7% | +11.3% |
| 3Y | +75.4% | +73.7% | +1.7% | +44.0% |
| 5Y | +68.3% | +177.9% | -109.5% | +19.0% |
| 10Y | +315.5% | +533.8% | -218.2% | +121.4% |
| All | +738.6% | +10,381.1% | -9,642.4% | +170.7% |
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