+318.0%
CORZ vs IWD
+66.6%
+251.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.5% |
| 7D | +26.4% | +1.7% | +24.7% | +22.6% |
| 30D | -6.8% | +3.2% | -10.0% | -12.5% |
| 3M | -31.1% | +2.3% | -33.4% | -34.3% |
| 6M | -36.9% | +12.9% | -49.8% | -51.2% |
| YTD | -1.2% | +26.2% | -27.5% | -38.2% |
| 1Y | -12.5% | +28.3% | -40.8% | -46.8% |
| All | +318.0% | +66.6% | +251.4% | +84.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling