+425.9%
CORZ vs IJH
+38.6%
+387.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.4% | -1.4% |
| 7D | +7.6% | -0.7% | +8.3% | +9.2% |
| 30D | -6.9% | -3.8% | -3.1% | +0.6% |
| 3M | -33.0% | 0.0% | -33.0% | -32.4% |
| 6M | +19.3% | +8.8% | +10.6% | +4.1% |
| YTD | +24.2% | +13.5% | +10.7% | +1.1% |
| 1Y | +24.5% | +15.4% | +9.1% | -2.0% |
| All | +425.9% | +38.6% | +387.3% | +237.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling