+420.1%
CORZ vs IOT
+21.7%
+398.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -0.9% |
| 7D | +8.4% | -2.3% | +10.7% | +8.8% |
| 30D | -17.8% | +3.8% | -21.6% | -18.9% |
| 3M | -35.9% | +14.2% | -50.1% | -39.7% |
| 6M | +12.9% | +40.1% | -27.2% | -5.0% |
| YTD | +22.9% | +13.4% | +9.5% | +11.7% |
| 1Y | +31.4% | +12.2% | +19.2% | +16.8% |
| All | +420.1% | +21.7% | +398.4% | +323.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling