+27.0%
IYR vs CAVA
+34.5%
-7.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.0% | +4.9% | -0.7% |
| 7D | -0.9% | -8.5% | +7.6% | -0.3% |
| 30D | -2.4% | -8.2% | +5.9% | -1.9% |
| 3M | -2.0% | -25.9% | +23.9% | -0.2% |
| 6M | +2.5% | -30.9% | +33.4% | +4.7% |
| YTD | +8.3% | -3.7% | +12.0% | +7.5% |
| 1Y | +6.5% | -13.4% | +19.9% | +6.2% |
| 3Y | +29.3% | +44.2% | -14.9% | +20.5% |
| All | +27.0% | +34.5% | -7.6% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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