+6.1%
IYR vs CAG
-42.8%
+48.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.2% |
| 7D | -2.8% | -5.9% | +3.1% | -1.3% |
| 30D | -2.5% | -1.5% | -1.0% | -2.2% |
| 3M | -3.0% | +11.5% | -14.4% | -5.9% |
| 6M | +1.6% | -15.7% | +17.3% | +5.7% |
| YTD | +7.3% | -10.2% | +17.5% | +9.1% |
| 1Y | +5.6% | -18.1% | +23.7% | +10.1% |
| 3Y | +28.1% | -39.4% | +67.5% | +43.6% |
| 5Y | +6.1% | -42.6% | +48.7% | +19.6% |
| All | +6.1% | -42.8% | +48.9% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling