+5.2%
IYR vs CNH
-15.6%
+20.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.2% |
| 7D | +2.0% | -1.7% | +3.7% | +2.3% |
| 30D | +8.2% | -7.2% | +15.5% | +9.7% |
| 3M | -1.7% | +6.5% | -8.3% | -3.9% |
| 6M | -0.4% | +7.9% | -8.3% | -3.4% |
| YTD | +9.9% | +26.6% | -16.7% | +1.7% |
| 1Y | +10.4% | +13.8% | -3.3% | +4.7% |
| 3Y | +38.4% | +9.2% | +29.3% | +28.8% |
| All | +5.2% | -15.6% | +20.8% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling