+31.4%
CORZ vs IAG
+119.5%
-88.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.6% |
| 7D | +8.4% | -0.5% | +8.9% | +8.5% |
| 30D | -17.8% | +28.9% | -46.7% | -24.6% |
| 3M | -35.9% | +19.1% | -55.0% | -40.3% |
| 6M | +12.9% | -10.3% | +23.2% | +12.2% |
| YTD | +22.9% | +24.2% | -1.3% | +13.1% |
| 1Y | +31.4% | +116.5% | -85.1% | -3.0% |
| All | +31.4% | +119.5% | -88.2% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling