+566.0%
IYR vs CNC
+5,287.0%
-4,721.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | -0.9% | -4.9% | +4.0% | 0.0% |
| 30D | -2.4% | -3.8% | +1.4% | -1.7% |
| 3M | -2.0% | -3.2% | +1.2% | -1.7% |
| 6M | +2.5% | +47.9% | -45.4% | -6.2% |
| YTD | +8.3% | +55.7% | -47.4% | -2.3% |
| 1Y | +6.5% | +106.2% | -99.8% | -9.9% |
| 3Y | +29.3% | -2.1% | +31.4% | +21.3% |
| 5Y | +5.7% | +3.4% | +2.3% | -3.2% |
| 10Y | +69.2% | +91.7% | -22.4% | +31.0% |
| All | +566.0% | +5,287.0% | -4,721.0% | +196.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling