+29.1%
IYR vs CGNX
+49.8%
-20.6%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | +0.4% |
| 7D | -1.4% | +3.2% | -4.5% | -1.6% |
| 30D | -2.7% | +6.0% | -8.7% | -3.3% |
| 3M | -2.1% | +3.5% | -5.7% | -2.9% |
| 6M | +3.6% | +26.3% | -22.7% | +0.3% |
| YTD | +8.1% | +79.2% | -71.1% | -0.6% |
| 1Y | +4.7% | +43.8% | -39.1% | -1.2% |
| 3Y | +29.1% | +52.0% | -22.8% | +11.2% |
| All | +29.1% | +49.8% | -20.6% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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