+107.7%
COST vs IYR
+6.0%
+101.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.1% |
| 7D | -1.2% | -1.4% | +0.2% | -0.5% |
| 30D | -4.7% | -2.7% | -2.1% | -3.4% |
| 3M | -7.1% | -2.1% | -5.0% | -6.1% |
| 6M | -8.5% | +3.6% | -12.1% | -10.4% |
| YTD | +5.4% | +8.1% | -2.8% | +0.9% |
| 1Y | -5.6% | +4.7% | -10.3% | -8.2% |
| 3Y | +68.5% | +29.1% | +39.4% | +43.7% |
| All | +107.7% | +6.0% | +101.7% | +108.3% |
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