+241.9%
CORZ vs IAU
+98.6%
+143.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.7% |
| 7D | -11.2% | +4.7% | -16.0% | -13.3% |
| 30D | -26.2% | -0.9% | -25.3% | -25.8% |
| 3M | -44.1% | -4.4% | -39.8% | -42.8% |
| 6M | -52.3% | -13.5% | -38.8% | -49.7% |
| YTD | -19.2% | -5.9% | -13.3% | -15.2% |
| 1Y | -42.9% | +1.9% | -44.8% | -40.7% |
| All | +241.9% | +98.6% | +143.3% | +239.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 3y: compounded portfolio wealth divided by compounded IAU 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…
3y analysis · Full analysis span regression · 6 months rolling