+444.5%
CORZ vs IOT
+21.6%
+422.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.7% |
| 7D | +16.6% | +2.8% | +13.8% | +15.7% |
| 30D | -10.9% | -1.8% | -9.1% | -10.8% |
| 3M | -31.0% | +17.9% | -48.9% | -35.7% |
| 6M | +26.0% | +13.5% | +12.5% | +17.1% |
| YTD | +28.6% | +13.3% | +15.4% | +17.0% |
| 1Y | +34.5% | -3.3% | +37.8% | +29.7% |
| All | +444.5% | +21.6% | +422.9% | +343.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling