+230.8%
CORZ vs IBB
+54.2%
+176.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -5.0% | -5.8% | -6.5% |
| 7D | -21.1% | -3.6% | -17.5% | -18.4% |
| 30D | -31.8% | +3.4% | -35.2% | -33.5% |
| 3M | -47.7% | +9.5% | -57.2% | -51.9% |
| 6M | -48.7% | +23.3% | -72.0% | -58.2% |
| YTD | -21.8% | +24.5% | -46.4% | -37.1% |
| 1Y | -47.8% | +32.9% | -80.7% | -60.7% |
| All | +230.8% | +54.2% | +176.6% | +120.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling