+706.4%
IYR vs COR
+7,335.3%
-6,628.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -0.1% | +2.9% | -3.0% | -0.9% |
| 30D | +5.7% | +5.8% | -0.1% | +3.9% |
| 3M | -0.6% | +11.4% | -12.0% | -3.8% |
| 6M | +0.5% | +34.5% | -33.9% | -8.2% |
| YTD | +10.4% | +4.1% | +6.4% | +7.5% |
| 1Y | +9.2% | -3.1% | +12.3% | +8.5% |
| 3Y | +40.5% | +80.9% | -40.3% | +13.8% |
| 5Y | +5.9% | +195.1% | -189.2% | -26.9% |
| 10Y | +86.5% | +492.7% | -406.2% | -0.4% |
| All | +706.4% | +7,335.3% | -6,628.9% | +154.1% |
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