+8.1%
IYR vs CHYM
+38.9%
-30.8%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -1.2% | +1.7% | -2.9% | -1.3% |
| 30D | -2.9% | +30.2% | -33.1% | -3.8% |
| 3M | +0.8% | +85.9% | -85.1% | -1.7% |
| 6M | +1.9% | +49.9% | -48.1% | -0.1% |
| YTD | +9.6% | +34.1% | -24.5% | +7.8% |
| 1Y | +8.1% | +37.0% | -28.9% | +4.3% |
| All | +8.1% | +38.9% | -30.8% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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