+323.5%
CORZ vs IAG
+576.8%
-253.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.4% | +13.4% | +11.5% |
| 7D | +14.2% | +3.4% | +10.8% | +13.1% |
| 30D | -3.0% | -2.7% | -0.3% | -2.6% |
| 3M | -26.3% | -0.5% | -25.8% | -26.3% |
| 6M | -36.5% | -4.8% | -31.7% | -36.7% |
| YTD | +0.1% | +9.6% | -9.5% | -3.1% |
| 1Y | -15.9% | +32.2% | -48.1% | -20.9% |
| All | +323.5% | +576.8% | -253.2% | +218.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling