+318.0%
CORZ vs IEF
+5.3%
+312.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.4% |
| 7D | +26.4% | -1.9% | +28.3% | +26.2% |
| 30D | -6.8% | +1.1% | -7.9% | -7.4% |
| 3M | -31.1% | -1.9% | -29.2% | -31.0% |
| 6M | -36.9% | -2.4% | -34.5% | -36.8% |
| YTD | -1.2% | -3.0% | +1.8% | -1.2% |
| 1Y | -12.5% | -3.1% | -9.4% | -12.5% |
| All | +318.0% | +5.3% | +312.8% | +299.7% |
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