+83.6%
IYR vs CAG
-37.3%
+120.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | +0.6% | -3.3% | +3.9% | +1.4% |
| 30D | +6.6% | +7.7% | -1.1% | +4.6% |
| 3M | -1.8% | -3.2% | +1.4% | -1.4% |
| 6M | +1.4% | +7.0% | -5.5% | -0.7% |
| YTD | +10.5% | -9.0% | +19.5% | +11.8% |
| 1Y | +10.6% | -9.6% | +20.2% | +12.0% |
| 3Y | +41.8% | -36.0% | +77.8% | +54.7% |
| 5Y | +6.0% | -40.9% | +46.9% | +17.3% |
| All | +83.6% | -37.3% | +120.8% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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