+300.3%
CME vs IYR
+87.2%
+213.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | +2.7% | -0.1% | +2.8% | +2.7% |
| 30D | +13.5% | +5.7% | +7.8% | +10.0% |
| 3M | +20.9% | -0.6% | +21.5% | +21.2% |
| 6M | +11.5% | +0.5% | +11.0% | +10.9% |
| YTD | +19.5% | +10.4% | +9.0% | +12.5% |
| 1Y | +17.2% | +9.2% | +8.0% | +11.1% |
| 3Y | +65.1% | +40.5% | +24.6% | +31.0% |
| 5Y | +73.1% | +5.9% | +67.2% | +63.0% |
| All | +300.3% | +87.2% | +213.1% | +176.6% |
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