+808.3%
IWM vs COR
+8,090.9%
-7,282.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.1% | +0.9% |
| 7D | +0.1% | +2.8% | -2.7% | -0.8% |
| 30D | -1.3% | +4.5% | -5.8% | -2.9% |
| 3M | +1.6% | +22.7% | -21.1% | -5.6% |
| 6M | +13.6% | -9.7% | +23.3% | +15.9% |
| YTD | +20.8% | -1.4% | +22.2% | +19.1% |
| 1Y | +26.4% | +13.9% | +12.5% | +18.1% |
| 3Y | +60.7% | +94.0% | -33.3% | +21.8% |
| 5Y | +38.2% | +184.0% | -145.8% | -9.6% |
| 10Y | +169.5% | +406.8% | -237.3% | +36.4% |
| All | +808.3% | +8,090.9% | -7,282.6% | +123.5% |
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