+216.8%
CB vs IYR
+63.0%
+153.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | -0.6% | -0.4% | -0.2% | -0.4% |
| 30D | -3.9% | -2.5% | -1.4% | -2.4% |
| 3M | +4.9% | +1.5% | +3.5% | +3.9% |
| 6M | +3.3% | +3.9% | -0.6% | +0.7% |
| YTD | +8.5% | +9.5% | -1.0% | +2.2% |
| 1Y | +22.1% | +7.5% | +14.6% | +16.3% |
| 3Y | +70.1% | +30.8% | +39.3% | +39.9% |
| 5Y | +97.4% | +4.8% | +92.6% | +86.8% |
| 10Y | +216.8% | +64.3% | +152.5% | +120.1% |
| All | +216.8% | +63.0% | +153.8% | +120.1% |
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