+89.1%
IYR vs CI
+147.8%
-58.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.9% |
| 7D | +2.1% | +2.6% | -0.5% | +1.4% |
| 30D | +7.2% | +7.3% | -0.2% | +5.0% |
| 3M | +0.4% | +9.5% | -9.1% | -2.3% |
| 6M | +1.4% | +6.4% | -5.0% | -0.8% |
| YTD | +11.3% | +12.0% | -0.7% | +7.0% |
| 1Y | +10.5% | +20.1% | -9.6% | +4.0% |
| 3Y | +41.7% | +9.6% | +32.1% | +32.3% |
| 5Y | +7.1% | +52.7% | -45.6% | -12.5% |
| 10Y | +89.1% | +150.3% | -61.2% | +32.2% |
| All | +89.1% | +147.8% | -58.8% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling