+700.6%
IYR vs CP
+5,284.0%
-4,583.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | -1.2% | -2.7% | +1.4% | -0.1% |
| 30D | -2.9% | +0.2% | -3.0% | -3.0% |
| 3M | +0.8% | +2.6% | -1.7% | -0.5% |
| 6M | +1.9% | +6.0% | -4.1% | -1.3% |
| YTD | +9.6% | +24.9% | -15.3% | -1.6% |
| 1Y | +8.1% | +20.1% | -12.0% | -1.4% |
| 3Y | +29.2% | +16.4% | +12.8% | +17.4% |
| 5Y | +4.3% | +31.7% | -27.4% | -11.8% |
| 10Y | +64.7% | +223.9% | -159.2% | -11.3% |
| All | +700.6% | +5,284.0% | -4,583.4% | +74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling