+4.8%
IYR vs CI
+40.1%
-35.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.2% |
| 7D | -0.4% | -2.0% | +1.6% | 0.0% |
| 30D | -2.5% | -1.8% | -0.7% | -2.2% |
| 3M | +1.5% | -4.2% | +5.7% | +2.1% |
| 6M | +3.9% | +2.7% | +1.2% | +3.1% |
| YTD | +9.5% | +1.9% | +7.6% | +8.7% |
| 1Y | +7.5% | -6.3% | +13.7% | +7.7% |
| 3Y | +30.8% | +3.9% | +26.9% | +26.3% |
| 5Y | +4.8% | +41.9% | -37.1% | -10.1% |
| All | +4.8% | +40.1% | -35.3% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling