+21.4%
IGV vs CORZ
+237.5%
-216.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.7% | -6.5% | -2.3% |
| 7D | -3.3% | +16.6% | -19.9% | -4.9% |
| 30D | 0.0% | -10.9% | +10.8% | +1.0% |
| 3M | +7.3% | -31.0% | +38.4% | +10.7% |
| 6M | +16.7% | +26.0% | -9.3% | +11.2% |
| YTD | -2.8% | +28.6% | -31.5% | -8.0% |
| 1Y | -6.7% | +34.5% | -41.1% | -12.5% |
| All | +21.4% | +237.5% | -216.1% | -0.2% |
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 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