+12.4%
IYR vs CHTR
-46.1%
+58.5%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.7% | -2.5% | +2.8% |
| 7D | +6.9% | +14.1% | -7.2% | +6.0% |
| 30D | +10.2% | +11.6% | -1.3% | +9.4% |
| 3M | -0.3% | -21.4% | +21.1% | +0.8% |
| 6M | +3.6% | -27.3% | +30.9% | +5.0% |
| YTD | +12.5% | -42.4% | +54.9% | +14.7% |
| 1Y | +12.4% | -45.6% | +58.0% | +16.0% |
| All | +12.4% | -46.1% | +58.5% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 1y: compounded portfolio wealth divided by compounded CHTR 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…
1y analysis · Full analysis span regression · 6 months rolling