-42.9%
CORZ vs IP
-0.2%
-42.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +3.1% |
| 7D | -11.2% | -5.1% | -6.2% | -10.3% |
| 30D | -26.2% | +8.5% | -34.7% | -28.0% |
| 3M | -44.1% | -13.8% | -30.3% | -42.6% |
| 6M | -52.3% | +5.7% | -58.0% | -53.6% |
| YTD | -19.2% | -9.1% | -10.1% | -18.2% |
| 1Y | -42.9% | -0.8% | -42.1% | -42.9% |
| All | -42.9% | -0.2% | -42.7% | -42.9% |
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