+41.0%
CVS vs IYR
+68.4%
-27.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.4% |
| 7D | -2.0% | -2.8% | +0.9% | -0.6% |
| 30D | +1.9% | -2.5% | +4.4% | +3.2% |
| 3M | -2.2% | -3.0% | +0.8% | -0.8% |
| 6M | +26.7% | +1.6% | +25.1% | +25.6% |
| YTD | +22.9% | +7.3% | +15.6% | +18.5% |
| 1Y | +32.9% | +5.6% | +27.3% | +29.1% |
| 3Y | +62.3% | +28.1% | +34.2% | +41.0% |
| 5Y | +34.2% | +6.1% | +28.1% | +27.0% |
| All | +41.0% | +68.4% | -27.4% | +7.3% |
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 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