-41.3%
CORZ vs IFF
+44.8%
-86.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -4.9% | -5.5% | -10.4% |
| 7D | -14.9% | -3.3% | -11.6% | -15.0% |
| 30D | -23.1% | +5.3% | -28.4% | -23.6% |
| 3M | -44.1% | +8.9% | -53.0% | -44.5% |
| 6M | -39.5% | +26.3% | -65.9% | -41.0% |
| YTD | -12.4% | +32.2% | -44.5% | -11.3% |
| 1Y | -41.3% | +45.8% | -87.1% | -36.2% |
| All | -41.3% | +44.8% | -86.1% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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