+770.9%
IWM vs COR
+8,559.4%
-7,788.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -0.3% | -1.2% | +0.8% | +0.1% |
| 30D | +1.9% | +7.6% | -5.8% | -0.6% |
| 3M | -5.7% | +5.0% | -10.7% | -7.5% |
| 6M | -0.3% | +35.3% | -35.6% | -10.5% |
| YTD | +15.8% | +4.2% | +11.6% | +12.0% |
| 1Y | +17.1% | -3.4% | +20.5% | +16.1% |
| 3Y | +73.1% | +81.1% | -8.0% | +34.7% |
| 5Y | +25.9% | +195.8% | -170.0% | -18.8% |
| 10Y | +151.9% | +493.6% | -341.7% | +21.6% |
| All | +770.9% | +8,559.4% | -7,788.5% | +110.1% |
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