-31.9%
CORZ vs IOT
+5.8%
-37.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.8% | +5.1% | +3.1% |
| 7D | -7.8% | +0.8% | -8.6% | -7.7% |
| 30D | -14.8% | -0.2% | -14.6% | -14.8% |
| 3M | -32.5% | +4.0% | -36.4% | -31.9% |
| 6M | -42.7% | +39.4% | -82.1% | -41.9% |
| YTD | -9.8% | +16.9% | -26.7% | -11.3% |
| 1Y | -31.9% | +4.1% | -36.0% | -30.0% |
| All | -31.9% | +5.8% | -37.7% | -30.0% |
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