+421.5%
CORZ vs IBKR
+303.9%
+117.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.2% | +1.1% | +1.3% |
| 7D | +0.3% | -1.3% | +1.6% | +1.5% |
| 30D | -14.0% | -0.2% | -13.8% | -14.4% |
| 3M | -34.1% | +3.0% | -37.0% | -36.2% |
| 6M | +8.5% | +33.9% | -25.4% | -16.9% |
| YTD | +23.2% | +42.5% | -19.3% | -10.1% |
| 1Y | +15.4% | +44.9% | -29.5% | -17.2% |
| All | +421.5% | +303.9% | +117.6% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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