+70.1%
CB vs IYR
+29.8%
+40.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | -0.6% | -0.4% | -0.2% | -0.5% |
| 30D | -3.9% | -2.5% | -1.4% | -3.0% |
| 3M | +4.9% | +1.5% | +3.5% | +4.4% |
| 6M | +3.3% | +3.9% | -0.6% | +1.9% |
| YTD | +8.5% | +9.5% | -1.0% | +5.2% |
| 1Y | +22.1% | +7.5% | +14.6% | +19.0% |
| 3Y | +70.1% | +30.8% | +39.3% | +63.2% |
| All | +70.1% | +29.8% | +40.4% | +63.2% |
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