+60.8%
IVV vs CORZ
+161.6%
-100.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | +2.6% | +23.5% | -20.9% | +0.8% |
| 30D | -2.0% | +7.5% | -9.5% | -2.9% |
| 3M | -2.8% | -26.6% | +23.8% | -1.0% |
| 6M | +2.2% | -39.5% | +41.7% | +5.0% |
| YTD | +11.5% | -0.3% | +11.8% | +9.6% |
| 1Y | +13.5% | -4.2% | +17.7% | +11.7% |
| All | +60.8% | +161.6% | -100.8% | +44.4% |
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 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