+56.5%
IWM vs CORZ
+222.3%
-165.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +0.1% | +8.4% | -8.3% | -0.8% |
| 30D | -1.3% | -17.8% | +16.6% | +0.8% |
| 3M | +1.6% | -35.9% | +37.5% | +5.9% |
| 6M | +13.6% | +12.9% | +0.6% | +10.6% |
| YTD | +20.8% | +22.9% | -2.1% | +16.1% |
| 1Y | +26.4% | +31.4% | -4.9% | +20.1% |
| All | +56.5% | +222.3% | -165.9% | +28.8% |
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