+65.6%
IYR vs CPB
-45.5%
+111.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | 0.0% |
| 7D | -2.8% | -5.4% | +2.5% | -1.7% |
| 30D | -2.5% | -7.8% | +5.3% | -1.0% |
| 3M | -3.0% | -6.9% | +4.0% | -1.8% |
| 6M | +1.6% | -12.2% | +13.8% | +3.8% |
| YTD | +7.3% | -21.1% | +28.4% | +11.8% |
| 1Y | +5.6% | -33.5% | +39.1% | +14.0% |
| 3Y | +28.1% | -43.2% | +71.3% | +41.7% |
| 5Y | +6.1% | -40.9% | +47.0% | +15.3% |
| All | +65.6% | -45.5% | +111.1% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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