+1,884.7%
CB vs IYR
+700.6%
+1,184.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.5% |
| 7D | +0.5% | -1.2% | +1.7% | +1.2% |
| 30D | -3.1% | -2.9% | -0.3% | -1.5% |
| 3M | +9.0% | +0.8% | +8.1% | +8.4% |
| 6M | +2.9% | +1.9% | +1.0% | +1.7% |
| YTD | +10.1% | +9.6% | +0.5% | +4.2% |
| 1Y | +22.8% | +8.1% | +14.7% | +17.1% |
| 3Y | +73.8% | +29.2% | +44.6% | +47.0% |
| 5Y | +99.2% | +4.3% | +94.9% | +87.8% |
| 10Y | +218.2% | +64.7% | +153.5% | +129.8% |
| All | +1,884.7% | +700.6% | +1,184.1% | +253.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling