+425.9%
CORZ vs IFF
+11.7%
+414.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.1% |
| 7D | +7.6% | -3.0% | +10.6% | +8.2% |
| 30D | -6.9% | -0.9% | -6.0% | -6.8% |
| 3M | -33.0% | +11.8% | -44.9% | -35.0% |
| 6M | +19.3% | +16.5% | +2.8% | +14.4% |
| YTD | +24.2% | +26.5% | -2.3% | +16.9% |
| 1Y | +24.5% | +32.7% | -8.2% | +15.3% |
| All | +425.9% | +11.7% | +414.2% | +433.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling