+28.0%
ICE vs CORZ
+237.5%
-209.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.7% | -6.9% | -2.2% |
| 7D | -1.2% | +16.6% | -17.7% | -1.3% |
| 30D | +5.0% | -10.9% | +15.8% | +5.1% |
| 3M | +13.9% | -31.0% | +44.9% | +14.3% |
| 6M | -4.4% | +26.0% | -30.5% | -5.5% |
| YTD | -1.9% | +28.6% | -30.6% | -3.2% |
| 1Y | -8.1% | +34.5% | -42.6% | -9.7% |
| All | +28.0% | +237.5% | -209.5% | +17.4% |
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 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