-41.3%
CORZ vs IWD
+33.0%
-74.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +2.6% | -13.0% | -14.8% |
| 7D | -14.9% | +2.5% | -17.5% | -19.1% |
| 30D | -23.1% | +6.0% | -29.1% | -31.5% |
| 3M | -44.1% | +3.8% | -47.8% | -48.2% |
| 6M | -39.5% | +16.3% | -55.9% | -57.3% |
| YTD | -12.4% | +27.5% | -39.8% | -49.1% |
| 1Y | -41.3% | +32.8% | -74.1% | -67.7% |
| All | -41.3% | +33.0% | -74.4% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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