+24.5%
CORZ vs IEF
-1.5%
+26.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.0% |
| 7D | +7.6% | -0.3% | +7.9% | +8.1% |
| 30D | -6.9% | -0.6% | -6.4% | -6.0% |
| 3M | -33.0% | -1.0% | -32.0% | -31.8% |
| 6M | +19.3% | -3.1% | +22.4% | +18.6% |
| YTD | +24.2% | -1.9% | +26.1% | +27.2% |
| 1Y | +24.5% | -1.4% | +25.9% | +28.2% |
| All | +24.5% | -1.5% | +26.0% | +28.2% |
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