+19.7%
IGV vs CORZ
+213.0%
-193.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -0.2% |
| 7D | -5.4% | -3.0% | -2.4% | -5.1% |
| 30D | -2.6% | -12.1% | +9.5% | -1.5% |
| 3M | +10.5% | -32.4% | +42.9% | +14.2% |
| 6M | +18.2% | +12.4% | +5.8% | +14.0% |
| YTD | -4.2% | +19.3% | -23.5% | -8.6% |
| 1Y | -9.8% | +8.6% | -18.4% | -13.4% |
| All | +19.7% | +213.0% | -193.3% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling