+444.5%
CORZ vs IEF
+6.8%
+437.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.7% |
| 7D | +16.6% | +0.1% | +16.5% | +16.5% |
| 30D | -10.9% | -0.7% | -10.1% | -10.7% |
| 3M | -31.0% | -0.4% | -30.6% | -30.9% |
| 6M | +26.0% | -2.5% | +28.5% | +25.6% |
| YTD | +28.6% | -1.6% | +30.2% | +28.7% |
| 1Y | +34.5% | -1.3% | +35.8% | +34.6% |
| All | +444.5% | +6.8% | +437.7% | +420.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling