+8.1%
IYR vs CHYM
-23.3%
+31.3%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.8% |
| 7D | -1.4% | -2.3% | +0.9% | -1.3% |
| 30D | -2.7% | +4.4% | -7.1% | -2.8% |
| 3M | -2.1% | +91.3% | -93.4% | -4.3% |
| 6M | +3.6% | +44.0% | -40.4% | +2.1% |
| YTD | +8.1% | +31.1% | -23.0% | +6.7% |
| 1Y | +4.7% | +37.8% | -33.1% | +2.4% |
| All | +8.1% | -23.3% | +31.3% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling