+64.3%
IYR vs CMS
+117.1%
-52.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.4% |
| 7D | -0.4% | +1.2% | -1.6% | -1.1% |
| 30D | -2.5% | -3.2% | +0.6% | -0.6% |
| 3M | +1.5% | -2.2% | +3.7% | +2.7% |
| 6M | +3.9% | -9.4% | +13.3% | +10.0% |
| YTD | +9.5% | +0.7% | +8.8% | +8.5% |
| 1Y | +7.5% | +0.4% | +7.1% | +6.4% |
| 3Y | +30.8% | +35.2% | -4.4% | +6.1% |
| 5Y | +4.8% | +24.1% | -19.3% | -11.3% |
| 10Y | +64.3% | +115.8% | -51.5% | +0.9% |
| All | +64.3% | +117.1% | -52.8% | +0.9% |
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