+420.1%
CORZ vs IEF
+6.9%
+413.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | +8.4% | -0.3% | +8.6% | +8.4% |
| 30D | -17.8% | -0.8% | -17.0% | -17.7% |
| 3M | -35.9% | -1.0% | -34.9% | -35.8% |
| 6M | +12.9% | -2.8% | +15.7% | +12.3% |
| YTD | +22.9% | -1.5% | +24.4% | +22.9% |
| 1Y | +31.4% | -0.4% | +31.8% | +31.7% |
| All | +420.1% | +6.9% | +413.2% | +397.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling