+5.6%
CDE vs IYR
+12.4%
-6.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +3.1% | +5.6% | +5.5% |
| 7D | +1.1% | +6.9% | -5.8% | -5.3% |
| 30D | -14.5% | +10.2% | -24.7% | -22.7% |
| 3M | -10.1% | -0.3% | -9.7% | -9.6% |
| 6M | -16.9% | +3.6% | -20.5% | -20.9% |
| YTD | -18.1% | +12.5% | -30.6% | -30.0% |
| 1Y | +5.6% | +12.4% | -6.8% | -9.4% |
| All | +5.6% | +12.4% | -6.8% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling