+153.5%
IYR vs CG
+282.0%
-128.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | -0.2% |
| 7D | +0.6% | +0.2% | +0.4% | +0.5% |
| 30D | +6.6% | +11.2% | -4.6% | +3.5% |
| 3M | -1.8% | -22.1% | +20.3% | +4.3% |
| 6M | +1.4% | -17.9% | +19.4% | +5.9% |
| YTD | +10.5% | -31.3% | +41.8% | +19.9% |
| 1Y | +10.6% | -24.0% | +34.6% | +16.6% |
| 3Y | +41.8% | +45.0% | -3.2% | +19.9% |
| 5Y | +6.0% | -22.6% | +28.7% | +2.7% |
| 10Y | +86.7% | +282.1% | -195.5% | +23.4% |
| All | +153.5% | +282.0% | -128.5% | +60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling