+336.7%
COP vs IYR
+87.3%
+249.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | +4.4% | +0.6% | +3.8% | +4.0% |
| 30D | 0.0% | +6.6% | -6.6% | -4.6% |
| 3M | +15.0% | -1.8% | +16.8% | +16.0% |
| 6M | +22.0% | +1.4% | +20.6% | +19.7% |
| YTD | +55.3% | +10.5% | +44.8% | +42.3% |
| 1Y | +64.1% | +10.6% | +53.5% | +50.3% |
| 3Y | +34.1% | +41.8% | -7.7% | -0.4% |
| 5Y | +133.4% | +6.0% | +127.3% | +113.8% |
| All | +336.7% | +87.3% | +249.4% | +191.2% |
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