+55.2%
IBM vs CORZ
+161.6%
-106.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +1.0% |
| 7D | +1.6% | +23.5% | -21.9% | +0.6% |
| 30D | +9.2% | +7.5% | +1.7% | +8.6% |
| 3M | +4.9% | -26.6% | +31.5% | +6.0% |
| 6M | +16.8% | -39.5% | +56.3% | +18.6% |
| YTD | -14.3% | -0.3% | -14.0% | -15.3% |
| 1Y | -16.7% | -4.2% | -12.5% | -17.6% |
| All | +55.2% | +161.6% | -106.5% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling