+322.1%
CORZ vs IVZ
+102.9%
+219.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | -0.8% |
| 7D | +23.5% | +7.6% | +15.9% | +17.0% |
| 30D | +7.5% | +4.3% | +3.1% | +4.6% |
| 3M | -26.6% | -9.3% | -17.2% | -20.9% |
| 6M | -39.5% | +5.2% | -44.7% | -41.6% |
| YTD | -0.3% | +13.4% | -13.7% | -9.2% |
| 1Y | -4.2% | +25.4% | -29.6% | -18.8% |
| All | +322.1% | +102.9% | +219.2% | +135.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling