+27.7%
ICE vs CORZ
+223.2%
-195.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | +1.0% |
| 7D | -2.4% | +0.3% | -2.7% | -2.4% |
| 30D | +4.0% | -14.0% | +18.1% | +4.2% |
| 3M | +13.7% | -34.1% | +47.8% | +14.2% |
| 6M | +0.9% | +8.5% | -7.5% | +0.1% |
| YTD | -2.1% | +23.2% | -25.4% | -3.3% |
| 1Y | -9.5% | +15.4% | -24.9% | -10.7% |
| All | +27.7% | +223.2% | -195.5% | +17.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling