+239.6%
IYR vs CF
+5,948.3%
-5,708.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | 0.0% |
| 7D | -1.2% | +6.0% | -7.3% | -2.6% |
| 30D | -2.9% | +14.8% | -17.7% | -6.1% |
| 3M | +0.8% | +14.1% | -13.2% | -2.7% |
| 6M | +1.9% | +28.5% | -26.7% | -6.1% |
| YTD | +9.6% | +74.9% | -65.3% | -6.4% |
| 1Y | +8.1% | +61.7% | -53.6% | -6.3% |
| 3Y | +29.2% | +80.3% | -51.1% | +6.5% |
| 5Y | +4.3% | +226.0% | -221.7% | -29.8% |
| 10Y | +64.7% | +569.9% | -505.2% | -16.7% |
| All | +239.6% | +5,948.3% | -5,708.7% | -18.9% |
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