+13.1%
CORZ vs IJR
+22.4%
-9.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -1.8% |
| 7D | +7.6% | -1.1% | +8.7% | +9.5% |
| 30D | -6.9% | -3.6% | -3.3% | -1.3% |
| 3M | -33.0% | +2.3% | -35.3% | -34.3% |
| 6M | +19.3% | +14.3% | +5.0% | +1.6% |
| YTD | +24.2% | +19.3% | +5.0% | +3.3% |
| All | +13.1% | +22.4% | -9.3% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling