+281.7%
CORZ vs IBB
+59.5%
+222.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.3% | +4.2% |
| 7D | -7.8% | +0.8% | -8.6% | -8.3% |
| 30D | -14.8% | +5.2% | -20.0% | -18.0% |
| 3M | -32.5% | +8.6% | -41.0% | -37.2% |
| 6M | -42.7% | +27.8% | -70.5% | -54.8% |
| YTD | -9.8% | +28.8% | -38.6% | -29.4% |
| 1Y | -31.9% | +36.4% | -68.3% | -49.7% |
| All | +281.7% | +59.5% | +222.2% | +146.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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