+64.3%
IYR vs CL
+51.8%
+12.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -0.4% | -1.4% | +1.0% | +0.3% |
| 30D | -2.5% | -5.2% | +2.7% | 0.0% |
| 3M | +1.5% | +3.3% | -1.9% | -0.4% |
| 6M | +3.9% | -4.4% | +8.2% | +5.6% |
| YTD | +9.5% | +13.9% | -4.4% | +1.4% |
| 1Y | +7.5% | +7.6% | -0.2% | +2.2% |
| 3Y | +30.8% | +29.6% | +1.2% | +10.3% |
| 5Y | +4.8% | +28.1% | -23.3% | -12.1% |
| 10Y | +64.3% | +53.4% | +11.0% | +25.2% |
| All | +64.3% | +51.8% | +12.5% | +25.2% |
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