+281.7%
CORZ vs IRM
+76.2%
+205.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.3% |
| 7D | -7.8% | -5.1% | -2.7% | -3.5% |
| 30D | -14.8% | -3.3% | -11.5% | -11.7% |
| 3M | -32.5% | -8.2% | -24.3% | -26.7% |
| 6M | -42.7% | -12.8% | -30.0% | -34.7% |
| YTD | -9.8% | +36.6% | -46.4% | -28.4% |
| 1Y | -31.9% | +11.9% | -43.8% | -36.6% |
| All | +281.7% | +76.2% | +205.5% | +272.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling