+82.9%
KORU vs IVZ
+65.9%
+17.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.1% | +7.9% | +7.9% |
| 7D | -1.7% | -2.4% | +0.7% | +0.7% |
| 30D | +13.5% | +3.0% | +10.5% | +10.5% |
| 3M | -45.2% | +14.9% | -60.1% | -50.3% |
| 6M | +17.1% | +36.7% | -19.6% | -4.8% |
| YTD | +154.1% | +25.7% | +128.5% | +124.8% |
| 1Y | +375.7% | +47.7% | +328.0% | +264.3% |
| 3Y | +474.0% | +138.8% | +335.2% | +172.1% |
| 5Y | +60.4% | +62.1% | -1.7% | +11.8% |
| All | +82.9% | +65.9% | +17.0% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling