+1,936.2%
CLS vs IYR
+88.3%
+1,847.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.2% | +8.7% | +8.7% |
| 7D | +2.8% | -1.2% | +4.0% | +4.0% |
| 30D | -30.1% | +6.1% | -36.2% | -33.7% |
| 3M | -21.7% | +0.9% | -22.7% | -22.7% |
| 6M | -36.2% | +1.2% | -37.4% | -38.1% |
| YTD | -17.8% | +11.1% | -28.9% | -26.5% |
| 1Y | -26.8% | +9.0% | -35.8% | -33.3% |
| 3Y | +853.4% | +41.4% | +812.0% | +576.7% |
| 5Y | +2,005.0% | +6.7% | +1,998.4% | +1,809.7% |
| All | +1,936.2% | +88.3% | +1,847.9% | +1,231.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling