+322.0%
CMG vs IYR
+69.7%
+252.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.3% |
| 7D | -2.1% | -1.4% | -0.7% | -1.2% |
| 30D | +10.9% | -2.7% | +13.6% | +12.7% |
| 3M | +15.8% | -2.1% | +18.0% | +17.1% |
| 6M | +6.9% | +3.6% | +3.4% | +4.5% |
| YTD | -2.2% | +8.1% | -10.3% | -6.8% |
| 1Y | -7.1% | +4.7% | -11.8% | -9.9% |
| 3Y | -7.1% | +29.1% | -36.2% | -22.0% |
| 5Y | -4.8% | +6.9% | -11.7% | -10.0% |
| All | +322.0% | +69.7% | +252.3% | +227.6% |
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