+337.5%
COP vs IYR
+68.4%
+269.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +1.0% |
| 7D | +1.0% | -2.8% | +3.8% | +3.0% |
| 30D | +9.6% | -2.5% | +12.1% | +11.4% |
| 3M | +15.0% | -3.0% | +18.0% | +17.1% |
| 6M | +21.8% | +1.6% | +20.1% | +19.0% |
| YTD | +49.6% | +7.3% | +42.3% | +40.6% |
| 1Y | +49.9% | +5.6% | +44.3% | +42.3% |
| 3Y | +22.6% | +28.1% | -5.5% | -1.3% |
| 5Y | +193.6% | +6.1% | +187.5% | +168.2% |
| All | +337.5% | +68.4% | +269.1% | +200.4% |
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