+444.5%
CORZ vs IFF
+13.4%
+431.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.5% | +4.8% |
| 7D | +16.6% | -0.2% | +16.7% | +16.6% |
| 30D | -10.9% | -0.3% | -10.5% | -10.8% |
| 3M | -31.0% | +18.6% | -49.6% | -34.0% |
| 6M | +26.0% | +17.4% | +8.7% | +20.7% |
| YTD | +28.6% | +28.5% | +0.2% | +20.7% |
| 1Y | +34.5% | +32.5% | +1.9% | +24.9% |
| All | +444.5% | +13.4% | +431.1% | +451.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling