+690.9%
IYR vs CMI
+12,066.5%
-11,375.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -0.9% | +0.7% | -1.6% | -1.2% |
| 30D | -2.4% | -12.3% | +9.9% | +2.2% |
| 3M | -2.0% | -16.8% | +14.8% | +3.5% |
| 6M | +2.5% | +1.5% | +1.0% | -0.1% |
| YTD | +8.3% | +9.8% | -1.5% | +1.9% |
| 1Y | +6.5% | +42.6% | -36.1% | -9.5% |
| 3Y | +29.3% | +151.0% | -121.7% | -12.4% |
| 5Y | +5.7% | +167.0% | -161.4% | -31.1% |
| 10Y | +69.2% | +512.2% | -442.9% | -22.2% |
| All | +690.9% | +12,066.5% | -11,375.5% | +52.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling