+83.6%
IYR vs CNH
+106.0%
-22.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +0.6% | +3.0% | -2.4% | -0.4% |
| 30D | +6.6% | -0.6% | +7.1% | +6.4% |
| 3M | -1.8% | +14.6% | -16.5% | -6.3% |
| 6M | +1.4% | +11.8% | -10.3% | -3.3% |
| YTD | +10.5% | +30.4% | -19.9% | +0.2% |
| 1Y | +10.6% | +19.1% | -8.4% | +2.7% |
| 3Y | +41.8% | +30.2% | +11.6% | +24.5% |
| 5Y | +6.0% | -17.8% | +23.9% | +3.5% |
| All | +83.6% | +106.0% | -22.4% | +28.7% |
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