+83.6%
IYR vs CP
+257.3%
-173.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +0.6% | +2.1% | -1.6% | -0.3% |
| 30D | +6.6% | +9.3% | -2.8% | +2.5% |
| 3M | -1.8% | +0.5% | -2.3% | -2.2% |
| 6M | +1.4% | +10.4% | -9.0% | -3.2% |
| YTD | +10.5% | +28.7% | -18.2% | -1.9% |
| 1Y | +10.6% | +33.2% | -22.5% | -3.4% |
| 3Y | +41.8% | +38.4% | +3.4% | +19.0% |
| 5Y | +6.0% | +26.2% | -20.2% | -8.5% |
| All | +83.6% | +257.3% | -173.8% | +9.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling