+84.6%
IYR vs CL
+84.9%
-0.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -1.2% | -0.8% | -0.4% | -0.8% |
| 30D | +6.1% | +9.5% | -3.4% | +1.3% |
| 3M | +0.9% | +6.8% | -5.8% | -2.5% |
| 6M | +1.2% | +14.3% | -13.1% | -5.8% |
| YTD | +11.1% | +27.0% | -15.9% | -2.6% |
| 1Y | +9.0% | +26.3% | -17.3% | -4.3% |
| 3Y | +41.4% | +39.3% | +2.2% | +15.4% |
| 5Y | +6.7% | +41.5% | -34.9% | -14.8% |
| All | +84.6% | +84.9% | -0.3% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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