+48.7%
IWM vs CORZ
+136.6%
-87.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -1.0% |
| 7D | +0.3% | -7.8% | +8.1% | +1.0% |
| 30D | +0.6% | -14.8% | +15.4% | +1.9% |
| 3M | -6.2% | -32.5% | +26.2% | -2.8% |
| 6M | -0.8% | -42.7% | +41.9% | +3.9% |
| YTD | +14.8% | -9.8% | +24.6% | +13.5% |
| 1Y | +16.1% | -31.9% | +48.1% | +17.9% |
| All | +48.7% | +136.6% | -87.9% | +25.9% |
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