-41.3%
CORZ vs IEF
-1.9%
-39.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +0.5% | -10.9% | -10.7% |
| 7D | -14.9% | +0.9% | -15.8% | -15.7% |
| 30D | -23.1% | +3.1% | -26.2% | -26.7% |
| 3M | -44.1% | -1.4% | -42.7% | -42.0% |
| 6M | -39.5% | -1.6% | -38.0% | -37.1% |
| YTD | -12.4% | -2.1% | -10.2% | -8.4% |
| 1Y | -41.3% | -2.0% | -39.3% | -38.9% |
| All | -41.3% | -1.9% | -39.4% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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