+34.5%
CORZ vs IYR
+8.1%
+26.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.7% |
| 7D | +16.6% | -0.4% | +16.9% | +16.5% |
| 30D | -10.9% | -2.5% | -8.3% | -11.3% |
| 3M | -31.0% | +1.5% | -32.5% | -32.0% |
| 6M | +26.0% | +3.9% | +22.2% | +20.2% |
| YTD | +28.6% | +9.5% | +19.1% | +24.1% |
| 1Y | +34.5% | +7.5% | +27.0% | +29.1% |
| All | +34.5% | +8.1% | +26.3% | +29.1% |
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