+246.7%
CB vs IYR
+86.1%
+160.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +0.7% | +2.1% | -1.4% | -0.6% |
| 30D | +8.2% | +7.2% | +1.0% | +3.5% |
| 3M | +6.3% | +0.4% | +5.9% | +5.9% |
| 6M | +16.2% | +1.4% | +14.7% | +15.0% |
| YTD | +19.3% | +11.3% | +8.0% | +11.1% |
| 1Y | +29.2% | +10.5% | +18.7% | +20.8% |
| 3Y | +71.4% | +41.7% | +29.7% | +33.5% |
| 5Y | +104.2% | +7.1% | +97.2% | +90.4% |
| 10Y | +246.7% | +89.1% | +157.6% | +127.5% |
| All | +246.7% | +86.1% | +160.5% | +127.5% |
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