+4,140.6%
COST vs IYR
+690.9%
+3,449.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.4% |
| 7D | -2.8% | -0.9% | -1.9% | -2.4% |
| 30D | -5.3% | -2.4% | -2.9% | -4.3% |
| 3M | -6.7% | -2.0% | -4.7% | -5.9% |
| 6M | -9.9% | +2.5% | -12.4% | -11.0% |
| YTD | +5.1% | +8.3% | -3.2% | +1.6% |
| 1Y | -7.3% | +6.5% | -13.7% | -9.8% |
| 3Y | +70.4% | +29.3% | +41.1% | +51.9% |
| 5Y | +104.4% | +5.7% | +98.7% | +97.1% |
| 10Y | +609.0% | +69.2% | +539.8% | +455.2% |
| All | +4,140.6% | +690.9% | +3,449.7% | +1,161.4% |
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 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