+425.9%
CORZ vs IJR
+38.8%
+387.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -1.7% |
| 7D | +7.6% | -1.1% | +8.7% | +9.6% |
| 30D | -6.9% | -3.6% | -3.3% | -1.0% |
| 3M | -33.0% | +2.3% | -35.3% | -34.9% |
| 6M | +19.3% | +14.3% | +5.0% | -1.9% |
| YTD | +24.2% | +19.3% | +5.0% | -4.0% |
| 1Y | +24.5% | +22.6% | +1.9% | -8.5% |
| All | +425.9% | +38.8% | +387.0% | +233.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 10y: compounded portfolio wealth divided by compounded IJR 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…
10y analysis · Full analysis span regression · 6 months rolling