+75.3%
CME vs IYR
+4.2%
+71.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.9% |
| 7D | -1.1% | -0.9% | -0.2% | -0.8% |
| 30D | +4.2% | -2.4% | +6.6% | +5.0% |
| 3M | +7.3% | -2.0% | +9.3% | +8.0% |
| 6M | -11.4% | +2.5% | -13.9% | -12.2% |
| YTD | +3.5% | +8.3% | -4.8% | +0.7% |
| 1Y | +8.6% | +6.5% | +2.2% | +6.2% |
| 3Y | +51.6% | +29.3% | +22.2% | +36.9% |
| 5Y | +75.3% | +5.7% | +69.6% | +76.9% |
| All | +75.3% | +4.2% | +71.1% | +76.9% |
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