+318.0%
CORZ vs IJR
+37.3%
+280.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | +0.7% |
| 7D | +26.4% | +2.3% | +24.1% | +22.1% |
| 30D | -6.8% | +2.2% | -9.0% | -9.5% |
| 3M | -31.1% | -5.3% | -25.8% | -23.9% |
| 6M | -36.9% | +4.3% | -41.2% | -39.8% |
| YTD | -1.2% | +18.0% | -19.2% | -21.7% |
| 1Y | -12.5% | +19.2% | -31.7% | -31.7% |
| All | +318.0% | +37.3% | +280.7% | +171.9% |
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