+7,496.8%
CME vs IYR
+555.3%
+6,941.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +1.7% | +2.1% | -0.4% | +0.2% |
| 30D | +10.2% | +7.2% | +3.0% | +5.2% |
| 3M | +17.8% | +0.4% | +17.4% | +17.3% |
| 6M | +11.0% | +1.4% | +9.5% | +9.6% |
| YTD | +17.0% | +11.3% | +5.7% | +8.5% |
| 1Y | +15.8% | +10.5% | +5.3% | +7.8% |
| 3Y | +61.8% | +41.7% | +20.1% | +24.2% |
| 5Y | +72.5% | +7.1% | +65.4% | +56.1% |
| 10Y | +288.0% | +89.1% | +198.9% | +133.5% |
| All | +7,496.8% | +555.3% | +6,941.5% | +2,030.3% |
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