+74.9%
CB vs IYR
+41.7%
+33.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +2.9% | +0.6% | +2.3% | +2.7% |
| 30D | +7.3% | +6.6% | +0.8% | +4.7% |
| 3M | +9.4% | -1.8% | +11.2% | +10.1% |
| 6M | +19.6% | +1.4% | +18.2% | +19.0% |
| YTD | +21.5% | +10.5% | +11.0% | +17.1% |
| 1Y | +28.0% | +10.6% | +17.4% | +23.3% |
| 3Y | +74.9% | +41.8% | +33.1% | +71.6% |
| All | +74.9% | +41.7% | +33.2% | +71.6% |
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