+404.9%
CORZ vs IJR
+37.6%
+367.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -2.5% |
| 7D | -3.0% | -2.3% | -0.6% | +0.8% |
| 30D | -12.1% | -4.7% | -7.4% | -4.7% |
| 3M | -32.4% | +2.1% | -34.5% | -34.1% |
| 6M | +12.4% | +13.9% | -1.5% | -6.9% |
| YTD | +19.3% | +18.2% | +1.1% | -6.5% |
| 1Y | +8.6% | +21.8% | -13.2% | -19.3% |
| All | +404.9% | +37.6% | +367.3% | +224.7% |
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