+66.9%
IYR vs CMI
+516.5%
-449.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.4% |
| 7D | -1.4% | -0.7% | -0.6% | -1.1% |
| 30D | -2.7% | -12.4% | +9.7% | +1.4% |
| 3M | -2.1% | -14.8% | +12.6% | +2.0% |
| 6M | +3.6% | +0.8% | +2.8% | +1.0% |
| YTD | +8.1% | +10.2% | -2.1% | +1.5% |
| 1Y | +4.7% | +37.4% | -32.7% | -9.8% |
| 3Y | +29.1% | +153.3% | -124.2% | -13.6% |
| 5Y | +6.9% | +167.6% | -160.7% | -31.0% |
| All | +66.9% | +516.5% | -449.5% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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