+323.5%
CORZ vs IVZ
+99.3%
+224.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.8% | +11.8% | +11.6% |
| 7D | +14.2% | -2.8% | +16.9% | +16.9% |
| 30D | -3.0% | -2.2% | -0.8% | -0.9% |
| 3M | -26.3% | -8.1% | -18.2% | -21.4% |
| 6M | -36.5% | +3.8% | -40.3% | -38.1% |
| YTD | +0.1% | +11.5% | -11.4% | -7.7% |
| 1Y | -15.9% | +23.7% | -39.6% | -28.0% |
| All | +323.5% | +99.3% | +224.2% | +139.2% |
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