+702.4%
IYR vs CL
+496.3%
+206.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.4% |
| 7D | +2.0% | +1.3% | +0.6% | +1.3% |
| 30D | +8.2% | +11.4% | -3.1% | +2.6% |
| 3M | -1.7% | +4.4% | -6.2% | -4.0% |
| 6M | -0.4% | +10.8% | -11.2% | -5.7% |
| YTD | +9.9% | +25.1% | -15.3% | -2.6% |
| 1Y | +10.4% | +28.0% | -17.5% | -3.3% |
| 3Y | +38.4% | +37.6% | +0.8% | +15.3% |
| 5Y | +5.2% | +39.7% | -34.5% | -13.9% |
| 10Y | +83.8% | +75.8% | +8.1% | +32.5% |
| All | +702.4% | +496.3% | +206.1% | +263.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling