+64.3%
IYR vs CP
+219.6%
-155.3%
-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% | +0.4% | +0.1% |
| 7D | -0.4% | +2.4% | -2.8% | -1.4% |
| 30D | -2.5% | -0.5% | -2.0% | -2.4% |
| 3M | +1.5% | +1.4% | 0.0% | +0.6% |
| 6M | +3.9% | +10.3% | -6.5% | -1.0% |
| YTD | +9.5% | +24.3% | -14.8% | -1.2% |
| 1Y | +7.5% | +20.4% | -13.0% | -1.8% |
| 3Y | +30.8% | +21.8% | +9.0% | +16.6% |
| 5Y | +4.8% | +31.5% | -26.7% | -11.3% |
| 10Y | +64.3% | +223.2% | -158.9% | -1.2% |
| All | +64.3% | +219.6% | -155.3% | -1.2% |
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