+474.0%
KORU vs IVZ
+134.7%
+339.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.1% | +7.9% | +7.7% |
| 7D | -1.7% | -2.4% | +0.7% | +1.1% |
| 30D | +13.5% | +3.0% | +10.5% | +9.9% |
| 3M | -45.2% | +14.9% | -60.1% | -51.0% |
| 6M | +17.1% | +36.7% | -19.6% | -7.0% |
| YTD | +154.1% | +25.7% | +128.5% | +118.1% |
| 1Y | +375.7% | +47.7% | +328.0% | +257.4% |
| 3Y | +474.0% | +138.8% | +335.2% | +162.0% |
| All | +474.0% | +134.7% | +339.3% | +162.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling