-41.3%
CORZ vs IOT
+8.2%
-49.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +4.1% | -14.5% | -10.0% |
| 7D | -14.9% | -0.5% | -14.5% | -14.8% |
| 30D | -23.1% | +1.0% | -24.1% | -23.0% |
| 3M | -44.1% | +10.9% | -55.0% | -43.2% |
| 6M | -39.5% | +39.9% | -79.4% | -38.3% |
| YTD | -12.4% | +20.8% | -33.1% | -13.8% |
| 1Y | -41.3% | +10.6% | -51.9% | -41.1% |
| All | -41.3% | +8.2% | -49.5% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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