+242.4%
IYR vs CF
+5,277.9%
-5,035.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.2% | -7.9% | -3.1% |
| 7D | +2.8% | +0.4% | +2.4% | +2.5% |
| 30D | +7.3% | +2.2% | +5.1% | +6.5% |
| 3M | -2.0% | +2.1% | -4.2% | -3.1% |
| 6M | +1.5% | -6.5% | +8.1% | +1.9% |
| YTD | +10.5% | +55.6% | -45.0% | -3.4% |
| 1Y | +10.5% | +42.3% | -31.8% | -1.4% |
| 3Y | +37.4% | +55.7% | -18.3% | +17.1% |
| 5Y | +5.9% | +122.4% | -116.6% | -21.5% |
| 10Y | +85.0% | +568.5% | -483.6% | -6.7% |
| All | +242.4% | +5,277.9% | -5,035.5% | -16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling