+707.1%
IYR vs COR
+7,555.2%
-6,848.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -0.8% |
| 7D | +0.6% | +7.8% | -7.2% | -1.6% |
| 30D | +6.6% | +7.0% | -0.4% | +4.4% |
| 3M | -1.8% | +16.3% | -18.1% | -6.2% |
| 6M | +1.4% | +41.3% | -39.8% | -8.7% |
| YTD | +10.5% | +7.1% | +3.4% | +6.6% |
| 1Y | +10.6% | -0.8% | +11.5% | +9.1% |
| 3Y | +41.8% | +85.0% | -43.2% | +14.1% |
| 5Y | +6.0% | +203.9% | -197.8% | -27.5% |
| 10Y | +86.7% | +510.3% | -423.6% | -1.1% |
| All | +707.1% | +7,555.2% | -6,848.0% | +152.2% |
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