+142.8%
IYR vs CNH
+40.2%
+102.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | +0.8% |
| 7D | +2.1% | +4.5% | -2.4% | +0.9% |
| 30D | +7.2% | +7.6% | -0.5% | +5.1% |
| 3M | +0.4% | +17.0% | -16.6% | -4.1% |
| 6M | +1.4% | +12.9% | -11.5% | -2.9% |
| YTD | +11.3% | +34.3% | -22.9% | +1.6% |
| 1Y | +10.5% | +28.5% | -18.1% | +1.7% |
| 3Y | +41.7% | +31.9% | +9.8% | +26.6% |
| 5Y | +7.1% | -9.6% | +16.7% | +2.6% |
| 10Y | +89.1% | +106.3% | -17.2% | +40.6% |
| All | +142.8% | +40.2% | +102.6% | +82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling