+420.1%
CORZ vs IYR
+21.3%
+398.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.6% |
| 7D | +8.4% | -1.2% | +9.6% | +9.6% |
| 30D | -17.8% | -2.9% | -15.0% | -15.7% |
| 3M | -35.9% | +0.8% | -36.7% | -37.5% |
| 6M | +12.9% | +1.9% | +11.1% | +8.4% |
| YTD | +22.9% | +9.6% | +13.2% | +8.6% |
| 1Y | +31.4% | +8.1% | +23.3% | +17.0% |
| All | +420.1% | +21.3% | +398.8% | +316.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling