-13.3%
IBM vs CORZ
-41.7%
+28.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -10.4% | +12.1% | +2.2% |
| 7D | +0.4% | -14.9% | +15.4% | +1.1% |
| 30D | +14.8% | -23.1% | +37.9% | +15.9% |
| 3M | +8.9% | -44.1% | +53.0% | +11.5% |
| 6M | +12.4% | -39.5% | +52.0% | +14.1% |
| YTD | -12.4% | -12.4% | 0.0% | -13.5% |
| 1Y | -13.3% | -41.3% | +28.0% | -13.1% |
| All | -13.3% | -41.7% | +28.4% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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