+208.1%
C vs IYR
+36.6%
+171.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.9% |
| 7D | -2.4% | +2.0% | -4.4% | -3.5% |
| 30D | -6.0% | +8.2% | -14.2% | -10.6% |
| 3M | -10.5% | -1.7% | -8.8% | -9.6% |
| 6M | -5.7% | -0.4% | -5.3% | -5.9% |
| YTD | +4.1% | +9.9% | -5.7% | -2.9% |
| 1Y | +20.5% | +10.4% | +10.0% | +11.9% |
| 3Y | +208.1% | +38.4% | +169.7% | +144.6% |
| All | +208.1% | +36.6% | +171.5% | +144.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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