+714.7%
IYR vs CP
+5,438.9%
-4,724.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +0.6% |
| 7D | +2.3% | +2.8% | -0.5% | +1.0% |
| 30D | +7.4% | +11.3% | -4.0% | +2.3% |
| 3M | -0.7% | +2.9% | -3.6% | -2.1% |
| 6M | +1.6% | +9.8% | -8.1% | -2.9% |
| YTD | +11.6% | +28.5% | -17.0% | -1.2% |
| 1Y | +10.5% | +33.5% | -23.0% | -3.9% |
| 3Y | +43.4% | +31.9% | +11.5% | +23.0% |
| 5Y | +6.8% | +25.5% | -18.7% | -7.6% |
| 10Y | +86.0% | +257.6% | -171.6% | -4.1% |
| All | +714.7% | +5,438.9% | -4,724.2% | +75.4% |
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