+66.9%
IYR vs CAH
+294.8%
-227.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -1.4% | -5.1% | +3.7% | -0.1% |
| 30D | -2.7% | +0.2% | -2.8% | -2.8% |
| 3M | -2.1% | +6.3% | -8.4% | -3.7% |
| 6M | +3.6% | +9.4% | -5.8% | +1.0% |
| YTD | +8.1% | +15.0% | -6.8% | +3.8% |
| 1Y | +4.7% | +55.4% | -50.7% | -7.3% |
| 3Y | +29.1% | +173.8% | -144.7% | -2.9% |
| 5Y | +6.9% | +395.2% | -388.3% | -32.6% |
| All | +66.9% | +294.8% | -227.9% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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