+700.6%
IYR vs COR
+6,943.1%
-6,242.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.2% |
| 7D | -1.2% | +2.8% | -4.0% | -2.1% |
| 30D | -2.9% | +4.5% | -7.4% | -4.3% |
| 3M | +0.8% | +22.7% | -21.8% | -5.3% |
| 6M | +1.9% | -9.7% | +11.6% | +3.9% |
| YTD | +9.6% | -1.4% | +11.1% | +8.5% |
| 1Y | +8.1% | +13.9% | -5.8% | +2.1% |
| 3Y | +29.2% | +94.0% | -64.8% | +2.3% |
| 5Y | +4.3% | +184.0% | -179.7% | -27.3% |
| 10Y | +64.7% | +406.8% | -342.1% | -8.4% |
| All | +700.6% | +6,943.1% | -6,242.5% | +156.6% |
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 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