+270.9%
CORZ vs IP
+9.6%
+261.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +1.5% | -11.9% | -10.9% |
| 7D | -14.9% | +3.4% | -18.3% | -16.3% |
| 30D | -23.1% | +11.2% | -34.4% | -26.1% |
| 3M | -44.1% | -14.8% | -29.3% | -41.4% |
| 6M | -39.5% | +17.3% | -56.8% | -43.8% |
| YTD | -12.4% | -6.2% | -6.2% | -12.6% |
| 1Y | -41.3% | +2.3% | -43.6% | -43.6% |
| All | +270.9% | +9.6% | +261.3% | +271.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling