+34.5%
CORZ vs IAG
+100.7%
-66.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +5.3% |
| 7D | +16.6% | +4.3% | +12.3% | +15.0% |
| 30D | -10.9% | +9.8% | -20.6% | -13.6% |
| 3M | -31.0% | +28.9% | -59.9% | -37.3% |
| 6M | +26.0% | -7.6% | +33.6% | +24.2% |
| YTD | +28.6% | +22.0% | +6.7% | +18.9% |
| 1Y | +34.5% | +99.5% | -65.0% | +1.0% |
| All | +34.5% | +100.7% | -66.2% | +1.0% |
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