-7.3%
CMG vs IYR
+28.0%
-35.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | -3.8% | -2.8% | -1.0% | -2.7% |
| 30D | +12.9% | -2.5% | +15.4% | +14.1% |
| 3M | +18.8% | -3.0% | +21.7% | +20.1% |
| 6M | +4.1% | +1.6% | +2.4% | +3.1% |
| YTD | -2.4% | +7.3% | -9.7% | -5.3% |
| 1Y | -6.7% | +5.6% | -12.3% | -9.0% |
| All | -7.3% | +28.0% | -35.3% | -12.9% |
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 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