+741.9%
IWM vs COR
+8,155.5%
-7,413.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.6% |
| 7D | -2.0% | +0.8% | -2.8% | -2.3% |
| 30D | -1.5% | +5.1% | -6.6% | -3.1% |
| 3M | -8.0% | +2.8% | -10.8% | -9.1% |
| 6M | -4.1% | +32.5% | -36.6% | -13.4% |
| YTD | +11.9% | -0.7% | +12.6% | +10.0% |
| 1Y | +15.0% | -6.7% | +21.7% | +15.3% |
| 3Y | +64.2% | +73.7% | -9.5% | +29.5% |
| 5Y | +20.4% | +177.9% | -157.5% | -20.6% |
| 10Y | +168.0% | +533.8% | -365.8% | +26.0% |
| All | +741.9% | +8,155.5% | -7,413.6% | +106.3% |
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