+323.5%
CORZ vs IEFA
+52.1%
+271.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.3% | +10.7% | +10.5% |
| 7D | +14.2% | -1.1% | +15.3% | +16.9% |
| 30D | -3.0% | +1.3% | -4.3% | -4.9% |
| 3M | -26.3% | -3.2% | -23.1% | -21.5% |
| 6M | -36.5% | +2.0% | -38.5% | -37.7% |
| YTD | +0.1% | +10.7% | -10.6% | -12.6% |
| 1Y | -15.9% | +13.0% | -28.8% | -28.7% |
| All | +323.5% | +52.1% | +271.5% | +137.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling