-38.8%
CORZ vs IRE
-97.2%
+58.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +39.6% | -36.2% | -7.3% |
| 7D | -11.2% | -27.2% | +15.9% | -6.8% |
| 30D | -26.2% | -75.1% | +48.9% | +0.4% |
| 3M | -44.1% | -77.9% | +33.7% | -24.1% |
| 6M | -52.3% | -94.6% | +42.3% | -19.3% |
| YTD | -19.2% | -91.5% | +72.3% | +5.1% |
| 1Y | -42.9% | -97.8% | +54.9% | -4.4% |
| All | -38.8% | -97.2% | +58.4% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling