+2,953.7%
CLS vs IYR
+68.4%
+2,885.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -1.8% |
| 7D | +5.0% | -2.8% | +7.8% | +7.4% |
| 30D | +4.8% | -2.5% | +7.3% | +7.0% |
| 3M | -10.4% | -3.0% | -7.4% | -9.1% |
| 6M | +20.8% | +1.6% | +19.2% | +17.5% |
| YTD | +10.0% | +7.3% | +2.7% | +1.9% |
| 1Y | +28.5% | +5.6% | +22.9% | +20.3% |
| 3Y | +1,292.2% | +28.1% | +1,264.1% | +985.1% |
| 5Y | +3,616.8% | +6.1% | +3,610.7% | +3,306.3% |
| All | +2,953.7% | +68.4% | +2,885.3% | +2,078.6% |
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