+6.5%
IYR vs CNC
+10.7%
-4.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | -1.4% | -0.9% | -0.4% | -1.3% |
| 30D | -2.7% | -1.0% | -1.7% | -2.6% |
| 3M | -2.1% | +4.5% | -6.7% | -2.7% |
| 6M | +3.6% | +85.2% | -81.6% | -3.3% |
| YTD | +8.1% | +61.4% | -53.3% | +2.0% |
| 1Y | +4.7% | +94.9% | -90.2% | -3.8% |
| 3Y | +29.1% | 0.0% | +29.1% | +26.1% |
| All | +6.5% | +10.7% | -4.2% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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