+444.5%
CORZ vs IWF
+57.3%
+387.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +5.3% |
| 7D | +16.6% | +1.5% | +15.1% | +13.3% |
| 30D | -10.9% | -1.3% | -9.6% | -8.3% |
| 3M | -31.0% | +0.1% | -31.1% | -30.3% |
| 6M | +26.0% | +10.3% | +15.8% | +6.7% |
| YTD | +28.6% | +4.2% | +24.5% | +22.6% |
| 1Y | +34.5% | +9.3% | +25.1% | +17.5% |
| All | +444.5% | +57.3% | +387.2% | +182.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling