+700.6%
IYR vs CL
+445.0%
+255.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | 0.0% |
| 7D | -1.2% | -2.2% | +0.9% | -0.2% |
| 30D | -2.9% | -4.8% | +2.0% | -0.6% |
| 3M | +0.8% | +4.9% | -4.1% | -1.8% |
| 6M | +1.9% | -5.7% | +7.6% | +4.2% |
| YTD | +9.6% | +14.4% | -4.8% | +1.7% |
| 1Y | +8.1% | +8.7% | -0.7% | +2.5% |
| 3Y | +29.2% | +30.0% | -0.8% | +10.6% |
| 5Y | +4.3% | +28.4% | -24.1% | -10.9% |
| 10Y | +64.7% | +50.1% | +14.6% | +28.3% |
| All | +700.6% | +445.0% | +255.5% | +279.6% |
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