+420.1%
CORZ vs IFF
+14.4%
+405.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | 0.0% |
| 7D | +8.4% | -1.8% | +10.2% | +8.7% |
| 30D | -17.8% | -2.0% | -15.9% | -17.6% |
| 3M | -35.9% | +18.5% | -54.4% | -38.6% |
| 6M | +12.9% | +11.7% | +1.3% | +9.1% |
| YTD | +22.9% | +29.6% | -6.7% | +15.1% |
| 1Y | +31.4% | +35.0% | -3.6% | +21.4% |
| All | +420.1% | +14.4% | +405.7% | +425.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling