+241.9%
CORZ vs IVZ
+88.5%
+153.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | -11.2% | -2.4% | -8.8% | -9.6% |
| 30D | -26.2% | -11.2% | -15.0% | -19.1% |
| 3M | -44.1% | -14.0% | -30.2% | -37.5% |
| 6M | -52.3% | +0.5% | -52.7% | -52.2% |
| YTD | -19.2% | +5.4% | -24.7% | -22.4% |
| 1Y | -42.9% | +19.5% | -62.3% | -49.9% |
| All | +241.9% | +88.5% | +153.3% | +101.1% |
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