+31.4%
CORZ vs IP
-18.9%
+50.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.4% |
| 7D | +8.4% | -5.3% | +13.6% | +9.2% |
| 30D | -17.8% | -10.9% | -7.0% | -16.4% |
| 3M | -35.9% | +11.2% | -47.1% | -37.1% |
| 6M | +12.9% | -10.2% | +23.2% | +12.0% |
| YTD | +22.9% | -2.0% | +24.9% | +23.5% |
| 1Y | +31.4% | -19.1% | +50.4% | +27.6% |
| All | +31.4% | -18.9% | +50.2% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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