+30.8%
IYR vs CG
+56.8%
-26.0%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.3% |
| 7D | -0.4% | -1.3% | +0.9% | -0.2% |
| 30D | -2.5% | -3.2% | +0.6% | -2.0% |
| 3M | +1.5% | +6.2% | -4.8% | -0.1% |
| 6M | +3.9% | -4.7% | +8.5% | +4.2% |
| YTD | +9.5% | -20.6% | +30.2% | +13.6% |
| 1Y | +7.5% | -26.4% | +33.8% | +13.0% |
| 3Y | +30.8% | +55.4% | -24.6% | -1.1% |
| All | +30.8% | +56.8% | -26.0% | -1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling