+318.0%
CORZ vs IRM
+82.2%
+235.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -3.0% |
| 7D | +26.4% | +8.6% | +17.8% | +17.7% |
| 30D | -6.8% | 0.0% | -6.8% | -6.1% |
| 3M | -31.1% | -7.1% | -23.9% | -26.1% |
| 6M | -36.9% | -7.9% | -29.0% | -31.2% |
| YTD | -1.2% | +41.3% | -42.5% | -23.9% |
| 1Y | -12.5% | +20.7% | -33.3% | -23.6% |
| All | +318.0% | +82.2% | +235.8% | +295.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling