+322.1%
CORZ vs IAG
+548.7%
-226.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.7% |
| 7D | +23.5% | -7.7% | +31.1% | +25.6% |
| 30D | +7.5% | +1.6% | +5.9% | +6.6% |
| 3M | -26.6% | -2.4% | -24.2% | -26.3% |
| 6M | -39.5% | -7.8% | -31.7% | -39.2% |
| YTD | -0.3% | +5.0% | -5.3% | -2.5% |
| 1Y | -4.2% | +25.7% | -29.9% | -9.0% |
| All | +322.1% | +548.7% | -226.6% | +220.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling