+103.2%
CB vs IYR
+5.0%
+98.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | +0.2% | +2.0% | -1.7% | -0.6% |
| 30D | +9.1% | +8.2% | +0.8% | +5.5% |
| 3M | +3.4% | -1.7% | +5.2% | +4.1% |
| 6M | +14.1% | -0.4% | +14.5% | +14.2% |
| YTD | +18.0% | +9.9% | +8.1% | +13.5% |
| 1Y | +30.1% | +10.4% | +19.7% | +24.8% |
| 3Y | +71.8% | +38.4% | +33.3% | +49.5% |
| All | +103.2% | +5.0% | +98.2% | +101.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling