+444.5%
CORZ vs IEFA
+56.8%
+387.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.3% | +5.7% |
| 7D | +16.6% | +1.2% | +15.4% | +14.3% |
| 30D | -10.9% | -0.6% | -10.3% | -9.7% |
| 3M | -31.0% | +6.2% | -37.2% | -37.2% |
| 6M | +26.0% | +11.2% | +14.9% | +7.0% |
| YTD | +28.6% | +14.2% | +14.5% | +6.1% |
| 1Y | +34.5% | +20.0% | +14.4% | +2.2% |
| All | +444.5% | +56.8% | +387.6% | +188.6% |
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