-36.5%
CORZ vs IOT
+44.3%
-80.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.9% | +9.1% | +11.4% |
| 7D | +14.2% | -1.3% | +15.5% | +13.6% |
| 30D | -3.0% | +1.5% | -4.5% | -2.7% |
| 3M | -26.3% | +4.8% | -31.0% | -24.8% |
| 6M | -36.5% | +45.3% | -81.8% | -30.6% |
| All | -36.5% | +44.3% | -80.8% | -30.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling