+281.7%
CORZ vs IEF
+5.8%
+275.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.9% | +4.1% | +3.2% |
| 7D | -7.8% | -0.2% | -7.6% | -7.8% |
| 30D | -14.8% | +1.8% | -16.6% | -15.3% |
| 3M | -32.5% | -1.2% | -31.3% | -32.3% |
| 6M | -42.7% | -2.5% | -40.2% | -42.6% |
| YTD | -9.8% | -2.5% | -7.3% | -9.7% |
| 1Y | -31.9% | -2.3% | -29.6% | -31.8% |
| All | +281.7% | +5.8% | +275.9% | +265.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling