-15.9%
CORZ vs IRE
-97.4%
+81.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +12.1% | -1.2% | +7.7% |
| 7D | +14.2% | -15.1% | +29.3% | +15.0% |
| 30D | -3.0% | -71.4% | +68.4% | +27.6% |
| 3M | -26.3% | -81.2% | +54.9% | +5.0% |
| 6M | -36.5% | -93.7% | +57.2% | +4.9% |
| YTD | +0.1% | -92.2% | +92.3% | +31.2% |
| 1Y | -15.9% | -97.3% | +81.4% | +33.3% |
| All | -15.9% | -97.4% | +81.6% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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