+86.0%
IYR vs CMS
+127.7%
-41.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.2% |
| 7D | +2.3% | -0.9% | +3.2% | +2.9% |
| 30D | +7.4% | +7.1% | +0.3% | +2.9% |
| 3M | -0.7% | -1.3% | +0.6% | -0.1% |
| 6M | +1.6% | -2.7% | +4.3% | +3.0% |
| YTD | +11.6% | +2.6% | +8.9% | +9.1% |
| 1Y | +10.5% | -2.0% | +12.5% | +11.2% |
| 3Y | +43.4% | +39.6% | +3.8% | +14.2% |
| 5Y | +6.8% | +35.3% | -28.5% | -14.4% |
| 10Y | +86.0% | +132.3% | -46.3% | +13.1% |
| All | +86.0% | +127.7% | -41.7% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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