+20.6%
ICE vs CORZ
-41.7%
+62.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -10.4% | +12.7% | +1.8% |
| 7D | +12.2% | -14.9% | +27.1% | +11.4% |
| 30D | +15.0% | -23.1% | +38.1% | +13.9% |
| 3M | +17.6% | -44.1% | +61.7% | +15.3% |
| 6M | +12.6% | -39.5% | +52.1% | +10.2% |
| YTD | +9.1% | -12.4% | +21.5% | +7.2% |
| 1Y | +20.6% | -41.3% | +61.9% | +18.1% |
| All | +20.6% | -41.7% | +62.2% | +18.1% |
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