+700.6%
IYR vs CMS
+545.8%
+154.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.2% | +0.4% | -1.6% | -1.4% |
| 30D | -2.9% | -3.6% | +0.7% | -1.4% |
| 3M | +0.8% | -1.9% | +2.8% | +1.6% |
| 6M | +1.9% | -11.0% | +12.8% | +6.6% |
| YTD | +9.6% | +0.2% | +9.4% | +9.3% |
| 1Y | +8.1% | -1.3% | +9.4% | +8.3% |
| 3Y | +29.2% | +35.9% | -6.7% | +13.5% |
| 5Y | +4.3% | +23.1% | -18.8% | -5.0% |
| 10Y | +64.7% | +117.9% | -53.2% | +21.9% |
| All | +700.6% | +545.8% | +154.8% | +256.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling