-12.5%
CORZ vs IYR
+8.9%
-21.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.3% |
| 7D | +26.4% | -0.1% | +26.5% | +26.3% |
| 30D | -6.8% | +5.7% | -12.5% | -6.6% |
| 3M | -31.1% | -0.6% | -30.5% | -30.8% |
| 6M | -36.9% | +0.5% | -37.4% | -37.2% |
| YTD | -1.2% | +10.4% | -11.7% | -11.9% |
| 1Y | -12.5% | +9.2% | -21.7% | -20.5% |
| All | -12.5% | +8.9% | -21.5% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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