+191.7%
COP vs IYR
+5.6%
+186.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -0.8% | -0.4% | -0.5% | -0.7% |
| 30D | +15.6% | -2.5% | +18.1% | +16.6% |
| 3M | +14.3% | +1.5% | +12.9% | +13.5% |
| 6M | +17.0% | +3.9% | +13.1% | +14.5% |
| YTD | +47.4% | +9.5% | +37.9% | +40.9% |
| 1Y | +52.4% | +7.5% | +44.9% | +46.8% |
| 3Y | +20.8% | +30.8% | -10.0% | +6.1% |
| 5Y | +191.7% | +4.8% | +186.9% | +196.1% |
| All | +191.7% | +5.6% | +186.0% | +196.1% |
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