-40.8%
CORZ vs IRE
-98.0%
+57.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -33.9% | +23.1% | -1.5% |
| 7D | -21.1% | -57.1% | +36.0% | -2.9% |
| 30D | -31.8% | -84.4% | +52.7% | +7.1% |
| 3M | -47.7% | -85.0% | +37.2% | -19.8% |
| 6M | -48.7% | -95.2% | +46.5% | -8.1% |
| YTD | -21.8% | -93.9% | +72.1% | +13.4% |
| 1Y | -47.8% | -98.8% | +51.0% | +3.3% |
| All | -40.8% | -98.0% | +57.2% | +0.2% |
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