-4.2%
CORZ vs IJH
+14.5%
-18.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.3% |
| 7D | +23.5% | +2.3% | +21.2% | +17.4% |
| 30D | +7.5% | +2.1% | +5.4% | +3.5% |
| 3M | -26.6% | -5.7% | -20.9% | -15.0% |
| 6M | -39.5% | +1.4% | -40.9% | -39.4% |
| YTD | -0.3% | +12.6% | -12.9% | -16.9% |
| 1Y | -4.2% | +16.1% | -20.3% | -21.4% |
| All | -4.2% | +14.5% | -18.7% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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