+151.4%
IYR vs CG
+351.2%
-199.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | -1.2% | -4.3% | +3.1% | -0.1% |
| 30D | -2.9% | -5.1% | +2.2% | -1.7% |
| 3M | +0.8% | +8.7% | -7.8% | -1.8% |
| 6M | +1.9% | -9.2% | +11.1% | +3.6% |
| YTD | +9.6% | -18.9% | +28.5% | +14.2% |
| 1Y | +8.1% | -25.6% | +33.7% | +14.7% |
| 3Y | +29.2% | +57.3% | -28.1% | +7.3% |
| 5Y | +4.3% | +10.2% | -5.9% | -7.9% |
| 10Y | +64.7% | +364.2% | -299.5% | +4.0% |
| All | +151.4% | +351.2% | -199.7% | +52.9% |
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