+1,914.6%
CLS vs IYR
+87.3%
+1,827.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.5% |
| 7D | +16.3% | +0.6% | +15.7% | +15.8% |
| 30D | -25.7% | +6.6% | -32.2% | -29.8% |
| 3M | -30.9% | -1.8% | -29.0% | -30.2% |
| 6M | -35.5% | +1.4% | -36.9% | -37.6% |
| YTD | -18.7% | +10.5% | -29.2% | -27.0% |
| 1Y | -17.9% | +10.6% | -28.5% | -26.3% |
| 3Y | +838.1% | +41.8% | +796.3% | +563.7% |
| 5Y | +1,971.9% | +6.0% | +1,965.9% | +1,787.8% |
| All | +1,914.6% | +87.3% | +1,827.2% | +1,222.7% |
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