-3.1%
CMG vs IYR
+6.0%
-9.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +17.2% |
| 6M | +6.9% | +3.6% | +3.4% | +4.3% |
| YTD | -2.2% | +8.1% | -10.3% | -7.1% |
| 1Y | -7.1% | +4.7% | -11.8% | -10.1% |
| 3Y | -7.1% | +29.1% | -36.2% | -23.1% |
| All | -3.1% | +6.0% | -9.1% | -4.3% |
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 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