+700.6%
IYR vs CHD
+4,136.3%
-3,435.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.2% | -2.7% | +1.4% | -0.3% |
| 30D | -2.9% | -4.6% | +1.8% | -1.2% |
| 3M | +0.8% | +5.0% | -4.2% | -1.1% |
| 6M | +1.9% | -3.2% | +5.1% | +2.7% |
| YTD | +9.6% | +18.6% | -9.0% | +2.4% |
| 1Y | +8.1% | +4.8% | +3.3% | +5.3% |
| 3Y | +29.2% | +6.1% | +23.1% | +23.6% |
| 5Y | +4.3% | +24.0% | -19.7% | -7.0% |
| 10Y | +64.7% | +124.5% | -59.8% | +13.7% |
| All | +700.6% | +4,136.3% | -3,435.7% | +202.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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