+41.8%
IYR vs CMS
+39.2%
+2.6%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.8% |
| 7D | +0.6% | +1.7% | -1.1% | -0.3% |
| 30D | +6.6% | +6.2% | +0.4% | +3.2% |
| 3M | -1.8% | +0.6% | -2.5% | -2.2% |
| 6M | +1.4% | -1.8% | +3.2% | +2.2% |
| YTD | +10.5% | +3.8% | +6.7% | +7.7% |
| 1Y | +10.6% | -1.8% | +12.4% | +11.2% |
| 3Y | +41.8% | +39.8% | +2.0% | +12.7% |
| All | +41.8% | +39.2% | +2.6% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling