+83.6%
IYR vs CF
+479.1%
-395.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.6% | +4.8% | -4.2% | -0.2% |
| 30D | +6.6% | +4.7% | +1.8% | +5.6% |
| 3M | -1.8% | +7.4% | -9.2% | -3.3% |
| 6M | +1.4% | +0.6% | +0.8% | +0.7% |
| YTD | +10.5% | +64.1% | -53.6% | -1.2% |
| 1Y | +10.6% | +51.4% | -40.8% | +0.4% |
| 3Y | +41.8% | +67.8% | -26.0% | +23.7% |
| 5Y | +6.0% | +114.1% | -108.1% | -15.9% |
| All | +83.6% | +479.1% | -395.5% | +14.2% |
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