-41.3%
CORZ vs IVZ
+30.5%
-71.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +4.2% | -14.6% | -13.5% |
| 7D | -14.9% | +2.6% | -17.6% | -16.7% |
| 30D | -23.1% | -3.5% | -19.7% | -21.1% |
| 3M | -44.1% | -7.4% | -36.7% | -41.0% |
| 6M | -39.5% | +14.7% | -54.2% | -44.7% |
| YTD | -12.4% | +14.6% | -27.0% | -23.3% |
| 1Y | -41.3% | +30.7% | -72.0% | -51.8% |
| All | -41.3% | +30.5% | -71.8% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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