+323.5%
CORZ vs IJR
+39.0%
+284.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.8% | +10.2% | +9.6% |
| 7D | +14.2% | -0.4% | +14.6% | +15.8% |
| 30D | -3.0% | +3.5% | -6.5% | -7.8% |
| 3M | -26.3% | -3.8% | -22.5% | -20.7% |
| 6M | -36.5% | +4.3% | -40.8% | -39.6% |
| YTD | +0.1% | +19.4% | -19.3% | -22.2% |
| 1Y | -15.9% | +20.5% | -36.4% | -35.5% |
| All | +323.5% | +39.0% | +284.6% | +170.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling