+251.7%
CB vs IYR
+87.3%
+164.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +2.9% | +0.6% | +2.3% | +2.5% |
| 30D | +7.3% | +6.6% | +0.8% | +3.1% |
| 3M | +9.4% | -1.8% | +11.2% | +10.6% |
| 6M | +19.6% | +1.4% | +18.2% | +18.4% |
| YTD | +21.5% | +10.5% | +11.0% | +13.6% |
| 1Y | +28.0% | +10.6% | +17.4% | +19.6% |
| 3Y | +74.9% | +41.8% | +33.1% | +36.0% |
| 5Y | +108.1% | +6.0% | +102.1% | +95.3% |
| All | +251.7% | +87.3% | +164.3% | +131.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling