-39.5%
CORZ vs IJH
+0.9%
-40.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.3% |
| 7D | +23.5% | +2.3% | +21.2% | +16.6% |
| 30D | +7.5% | +2.1% | +5.4% | +2.8% |
| 3M | -26.6% | -5.7% | -20.9% | -14.2% |
| 6M | -39.5% | +1.4% | -40.9% | -39.3% |
| All | -39.5% | +0.9% | -40.4% | -39.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling