+404.9%
CORZ vs IVZ
+122.3%
+282.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.6% |
| 7D | -3.0% | -2.4% | -0.6% | -1.4% |
| 30D | -12.1% | +2.5% | -14.6% | -13.8% |
| 3M | -32.4% | +17.1% | -49.4% | -39.5% |
| 6M | +12.4% | +35.1% | -22.8% | -9.7% |
| YTD | +19.3% | +24.3% | -5.0% | +1.2% |
| 1Y | +8.6% | +48.7% | -40.0% | -19.4% |
| All | +404.9% | +122.3% | +282.6% | +162.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling