+241.9%
CORZ vs IEF
+6.8%
+235.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.5% | +3.3% |
| 7D | -11.2% | +0.1% | -11.4% | -11.2% |
| 30D | -26.2% | +3.1% | -29.3% | -26.6% |
| 3M | -44.1% | -0.5% | -43.7% | -44.0% |
| 6M | -52.3% | -1.6% | -50.6% | -52.2% |
| YTD | -19.2% | -1.6% | -17.7% | -19.1% |
| 1Y | -42.9% | -1.5% | -41.4% | -42.7% |
| All | +241.9% | +6.8% | +235.0% | +227.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling