-11.4%
CORZ vs IEFA
+12.6%
-24.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.3% | +10.7% | +10.4% |
| 7D | +14.2% | -1.1% | +15.3% | +17.2% |
| 30D | -3.0% | +1.3% | -4.3% | -5.1% |
| 3M | -26.3% | -3.2% | -23.1% | -20.7% |
| 6M | -36.5% | +2.0% | -38.5% | -37.8% |
| YTD | +0.1% | +10.7% | -10.6% | -14.9% |
| All | -11.4% | +12.6% | -24.0% | -26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling