+6.5%
IYR vs CAKE
+157.8%
-151.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.5% |
| 7D | -1.4% | -4.5% | +3.2% | -0.6% |
| 30D | -2.7% | -12.4% | +9.8% | -0.5% |
| 3M | -2.1% | +37.3% | -39.5% | -8.1% |
| 6M | +3.6% | +70.7% | -67.1% | -6.9% |
| YTD | +8.1% | +106.0% | -97.8% | -6.6% |
| 1Y | +4.7% | +79.7% | -74.9% | -7.3% |
| 3Y | +29.1% | +267.8% | -238.7% | -3.1% |
| All | +6.5% | +157.8% | -151.3% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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