+1,377.7%
COP vs IYR
+700.6%
+677.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.7% |
| 7D | +3.0% | -1.2% | +4.2% | +3.7% |
| 30D | +17.5% | -2.9% | +20.3% | +19.1% |
| 3M | +13.4% | +0.8% | +12.5% | +12.6% |
| 6M | +17.7% | +1.9% | +15.9% | +15.7% |
| YTD | +46.6% | +9.6% | +37.0% | +38.6% |
| 1Y | +44.6% | +8.1% | +36.5% | +37.7% |
| 3Y | +20.7% | +29.2% | -8.5% | +3.3% |
| 5Y | +185.0% | +4.3% | +180.8% | +169.5% |
| 10Y | +347.0% | +64.7% | +282.3% | +239.0% |
| All | +1,377.7% | +700.6% | +677.1% | +454.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling