+64.3%
IYR vs CF
+589.1%
-524.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | -0.4% | -0.9% | +0.5% | -0.3% |
| 30D | -2.5% | +18.1% | -20.6% | -5.2% |
| 3M | +1.5% | +23.4% | -21.9% | -2.3% |
| 6M | +3.9% | +17.1% | -13.2% | -0.3% |
| YTD | +9.5% | +76.2% | -66.7% | -2.7% |
| 1Y | +7.5% | +62.3% | -54.8% | -3.3% |
| 3Y | +30.8% | +71.8% | -41.0% | +14.3% |
| 5Y | +4.8% | +234.6% | -229.8% | -24.2% |
| 10Y | +64.3% | +574.3% | -509.9% | +2.6% |
| All | +64.3% | +589.1% | -524.8% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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