-42.9%
CORZ vs IBB
+35.8%
-78.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +2.2% |
| 7D | -11.2% | -1.8% | -9.4% | -9.9% |
| 30D | -26.2% | +5.1% | -31.3% | -27.8% |
| 3M | -44.1% | +10.7% | -54.8% | -47.3% |
| 6M | -52.3% | +22.9% | -75.1% | -58.6% |
| YTD | -19.2% | +26.7% | -45.9% | -32.0% |
| 1Y | -42.9% | +35.1% | -78.0% | -52.1% |
| All | -42.9% | +35.8% | -78.6% | -52.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling