+425.9%
CORZ vs IEFA
+55.2%
+370.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.4% | -1.6% |
| 7D | +7.6% | -0.5% | +8.1% | +8.5% |
| 30D | -6.9% | -1.1% | -5.8% | -4.9% |
| 3M | -33.0% | +5.1% | -38.1% | -37.8% |
| 6M | +19.3% | +9.3% | +10.0% | +4.3% |
| YTD | +24.2% | +13.0% | +11.3% | +4.4% |
| 1Y | +24.5% | +19.2% | +5.3% | -4.1% |
| All | +425.9% | +55.2% | +370.7% | +184.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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