+5.4%
IYR vs CMS
+32.6%
-27.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.6% |
| 7D | +2.0% | -1.3% | +3.3% | +2.7% |
| 30D | +8.2% | +6.3% | +1.9% | +4.5% |
| 3M | -1.7% | -2.1% | +0.3% | -0.7% |
| 6M | -0.4% | -5.1% | +4.7% | +2.3% |
| YTD | +9.9% | +1.3% | +8.6% | +8.5% |
| 1Y | +10.4% | -1.4% | +11.8% | +10.7% |
| 3Y | +38.4% | +36.9% | +1.5% | +12.8% |
| All | +5.4% | +32.6% | -27.1% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling