+230.8%
CORZ vs IWD
+63.8%
+167.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.6% | -8.2% | -5.7% |
| 7D | -21.1% | -0.9% | -20.2% | -19.9% |
| 30D | -31.8% | +2.6% | -34.4% | -35.5% |
| 3M | -47.7% | +1.2% | -49.0% | -49.3% |
| 6M | -48.7% | +12.1% | -60.8% | -59.7% |
| YTD | -21.8% | +24.1% | -46.0% | -49.6% |
| 1Y | -47.8% | +28.5% | -76.3% | -68.5% |
| All | +230.8% | +63.8% | +167.0% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling