+166.9%
IWM vs COR
+397.4%
-230.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.1% |
| 7D | +1.4% | -1.9% | +3.3% | +2.0% |
| 30D | -2.3% | +1.5% | -3.8% | -2.9% |
| 3M | +4.0% | +18.7% | -14.7% | -1.5% |
| 6M | +17.9% | -9.0% | +27.0% | +20.1% |
| YTD | +20.2% | -3.3% | +23.5% | +19.6% |
| 1Y | +25.0% | +9.8% | +15.1% | +18.9% |
| 3Y | +66.0% | +87.4% | -21.4% | +28.0% |
| 5Y | +40.0% | +180.5% | -140.5% | -8.1% |
| 10Y | +166.9% | +398.1% | -231.3% | +49.6% |
| All | +166.9% | +397.4% | -230.5% | +49.6% |
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