+707.1%
IYR vs CPB
+67.3%
+639.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.1% | -0.9% |
| 7D | +0.6% | -1.6% | +2.2% | +1.1% |
| 30D | +6.6% | +19.2% | -12.6% | +0.5% |
| 3M | -1.8% | -1.0% | -0.9% | -2.1% |
| 6M | +1.4% | +15.2% | -13.8% | -4.1% |
| YTD | +10.5% | -13.1% | +23.6% | +13.8% |
| 1Y | +10.6% | -22.4% | +33.1% | +18.1% |
| 3Y | +41.8% | -35.3% | +77.1% | +58.1% |
| 5Y | +6.0% | -33.0% | +39.0% | +14.5% |
| 10Y | +86.7% | -39.2% | +125.8% | +97.4% |
| All | +707.1% | +67.3% | +639.8% | +458.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling