+66.9%
IYR vs CG
+314.7%
-247.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.3% |
| 7D | -1.4% | -9.9% | +8.5% | +1.6% |
| 30D | -2.7% | -11.7% | +9.0% | +0.7% |
| 3M | -2.1% | -4.3% | +2.1% | -1.5% |
| 6M | +3.6% | -8.8% | +12.4% | +5.3% |
| YTD | +8.1% | -26.9% | +35.0% | +16.5% |
| 1Y | +4.7% | -35.4% | +40.1% | +16.6% |
| 3Y | +29.1% | +43.0% | -13.9% | +6.5% |
| 5Y | +6.9% | +1.9% | +5.0% | -5.8% |
| All | +66.9% | +314.7% | -247.8% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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