+49.6%
IBM vs CORZ
+225.9%
-176.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.4% | +6.8% | +3.5% |
| 7D | +3.6% | +7.6% | -4.1% | +3.2% |
| 30D | +1.5% | -6.9% | +8.5% | +1.8% |
| 3M | -12.9% | -33.0% | +20.1% | -11.6% |
| 6M | -3.9% | +19.3% | -23.2% | -5.4% |
| YTD | -17.3% | +24.2% | -41.6% | -18.8% |
| 1Y | -5.0% | +24.5% | -29.5% | -7.0% |
| All | +49.6% | +225.9% | -176.3% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling