+8.1%
IYR vs CP
+19.9%
-11.8%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -1.2% | -2.7% | +1.4% | -0.5% |
| 30D | -2.9% | +0.2% | -3.0% | -3.0% |
| 3M | +0.8% | +2.6% | -1.7% | -0.1% |
| 6M | +1.9% | +6.0% | -4.1% | -0.4% |
| YTD | +9.6% | +24.9% | -15.3% | +2.3% |
| 1Y | +8.1% | +20.1% | -12.0% | +1.5% |
| All | +8.1% | +19.9% | -11.8% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling