+6,781.2%
CME vs IYR
+545.1%
+6,236.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.2% |
| 7D | -1.6% | -1.2% | -0.3% | -0.8% |
| 30D | +6.2% | -2.9% | +9.1% | +8.2% |
| 3M | +10.4% | +0.8% | +9.6% | +9.7% |
| 6M | -9.5% | +1.9% | -11.4% | -10.9% |
| YTD | +6.0% | +9.6% | -3.6% | -0.6% |
| 1Y | +9.3% | +8.1% | +1.2% | +3.3% |
| 3Y | +57.7% | +29.2% | +28.5% | +28.4% |
| 5Y | +77.7% | +4.3% | +73.4% | +63.8% |
| 10Y | +281.2% | +64.7% | +216.5% | +151.2% |
| All | +6,781.2% | +545.1% | +6,236.1% | +1,852.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling