+69.2%
IYR vs CNH
+157.1%
-87.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.7% |
| 7D | -0.9% | +1.8% | -2.7% | -1.5% |
| 30D | -2.4% | +32.6% | -35.0% | -9.7% |
| 3M | -2.0% | +29.4% | -31.4% | -9.2% |
| 6M | +2.5% | +26.0% | -23.5% | -5.0% |
| YTD | +8.3% | +52.2% | -43.9% | -5.0% |
| 1Y | +6.5% | +23.9% | -17.4% | -1.5% |
| 3Y | +29.3% | +10.1% | +19.2% | +20.4% |
| 5Y | +5.7% | +13.2% | -7.5% | -5.2% |
| 10Y | +69.2% | +160.7% | -91.4% | +10.8% |
| All | +69.2% | +157.1% | -87.9% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling