+700.6%
IYR vs CAG
+146.6%
+554.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -1.2% | -3.8% | +2.5% | 0.0% |
| 30D | -2.9% | +3.1% | -6.0% | -3.9% |
| 3M | +0.8% | +23.5% | -22.6% | -6.2% |
| 6M | +1.9% | -14.8% | +16.7% | +6.4% |
| YTD | +9.6% | -5.4% | +15.1% | +10.2% |
| 1Y | +8.1% | -11.8% | +19.9% | +11.0% |
| 3Y | +29.2% | -36.7% | +65.9% | +46.0% |
| 5Y | +4.3% | -40.3% | +44.6% | +18.9% |
| 10Y | +64.7% | -37.0% | +101.7% | +73.4% |
| All | +700.6% | +146.6% | +554.0% | +405.9% |
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