-41.3%
CORZ vs IWF
-1.6%
-39.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +0.4% | -10.8% | -11.3% |
| 7D | -14.9% | -4.2% | -10.8% | -5.5% |
| 30D | -23.1% | -8.1% | -15.0% | -4.8% |
| 3M | -44.1% | -5.1% | -39.0% | -35.4% |
| 6M | -39.5% | -1.4% | -38.1% | -35.2% |
| YTD | -12.4% | -0.1% | -12.3% | -8.9% |
| 1Y | -41.3% | -1.3% | -40.0% | -38.4% |
| All | -41.3% | -1.6% | -39.7% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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