+5.4%
IYR vs COR
+203.9%
-198.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -0.4% |
| 7D | +0.6% | +7.8% | -7.2% | -0.8% |
| 30D | +6.6% | +7.0% | -0.4% | +5.3% |
| 3M | -1.8% | +16.3% | -18.1% | -4.4% |
| 6M | +1.4% | +41.3% | -39.8% | -4.8% |
| YTD | +10.5% | +7.1% | +3.4% | +8.3% |
| 1Y | +10.6% | -0.8% | +11.5% | +10.3% |
| 3Y | +41.8% | +85.0% | -43.2% | +17.5% |
| All | +5.4% | +203.9% | -198.5% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling