+3,682.3%
CLS vs IYR
+4.2%
+3,678.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.9% |
| 7D | +20.1% | -0.9% | +21.0% | +20.9% |
| 30D | +6.0% | -2.4% | +8.4% | +7.9% |
| 3M | -10.3% | -2.0% | -8.3% | -9.8% |
| 6M | +24.5% | +2.5% | +22.0% | +20.4% |
| YTD | +12.9% | +8.3% | +4.5% | +4.1% |
| 1Y | +36.7% | +6.5% | +30.2% | +27.5% |
| 3Y | +1,328.1% | +29.3% | +1,298.8% | +1,006.6% |
| 5Y | +3,682.3% | +5.7% | +3,676.6% | +3,551.5% |
| All | +3,682.3% | +4.2% | +3,678.1% | +3,551.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling