+51.6%
CME vs IYR
+29.2%
+22.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | -0.6% | -0.9% | +0.3% | -0.5% |
| 30D | +4.7% | -2.4% | +7.0% | +5.1% |
| 3M | +7.8% | -2.0% | +9.8% | +8.2% |
| 6M | -11.0% | +2.5% | -13.5% | -11.4% |
| YTD | +4.0% | +8.3% | -4.3% | +2.7% |
| 1Y | +9.1% | +6.5% | +2.7% | +8.0% |
| All | +51.6% | +29.2% | +22.4% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling