+46.5%
IBM vs CORZ
+222.3%
-175.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -0.3% | +8.4% | -8.7% | -0.7% |
| 30D | +0.3% | -17.8% | +18.1% | +1.1% |
| 3M | -21.6% | -35.9% | +14.3% | -20.2% |
| 6M | -4.7% | +12.9% | -17.6% | -5.9% |
| YTD | -19.1% | +22.9% | -42.0% | -20.5% |
| 1Y | -2.5% | +31.4% | -33.9% | -4.8% |
| All | +46.5% | +222.3% | -175.9% | +41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling