+707.1%
IYR vs CAG
+137.4%
+569.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.3% |
| 7D | +0.6% | -3.3% | +3.9% | +1.7% |
| 30D | +6.6% | +7.7% | -1.1% | +3.8% |
| 3M | -1.8% | -3.2% | +1.4% | -1.2% |
| 6M | +1.4% | +7.0% | -5.5% | -1.6% |
| YTD | +10.5% | -9.0% | +19.5% | +12.1% |
| 1Y | +10.6% | -9.6% | +20.2% | +12.4% |
| 3Y | +41.8% | -36.0% | +77.8% | +59.2% |
| 5Y | +6.0% | -40.9% | +46.9% | +20.8% |
| 10Y | +86.7% | -37.3% | +124.0% | +96.3% |
| All | +707.1% | +137.4% | +569.8% | +414.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling