+31.4%
KORU vs IVZ
+92.5%
-61.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +3.8% |
| 7D | +24.3% | +1.1% | +23.2% | +22.9% |
| 30D | +37.3% | +3.1% | +34.2% | +33.3% |
| 3M | -32.8% | +18.2% | -51.0% | -40.4% |
| 6M | +36.9% | +38.6% | -1.7% | +9.6% |
| YTD | +162.6% | +25.9% | +136.7% | +131.4% |
| 1Y | +467.0% | +51.7% | +415.4% | +321.9% |
| 3Y | +522.4% | +138.7% | +383.7% | +191.1% |
| 5Y | +57.9% | +62.8% | -4.9% | +8.9% |
| 10Y | +70.8% | +60.9% | +9.8% | +18.7% |
| All | +31.4% | +92.5% | -61.2% | -19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling