+230.8%
CORZ vs IP
+5.3%
+225.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -4.0% | -6.9% | -9.5% |
| 7D | -21.1% | -5.0% | -16.2% | -20.0% |
| 30D | -31.8% | +6.5% | -38.3% | -33.4% |
| 3M | -47.7% | -18.0% | -29.7% | -44.5% |
| 6M | -48.7% | +10.3% | -59.0% | -51.3% |
| YTD | -21.8% | -9.9% | -12.0% | -20.9% |
| 1Y | -47.8% | -1.1% | -46.7% | -49.2% |
| All | +230.8% | +5.3% | +225.5% | +236.4% |
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