+10.5%
IYR vs CRBG
+13.0%
-2.4%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.5% | +3.8% | -1.0% |
| 7D | +2.8% | -3.0% | +5.8% | +3.2% |
| 30D | +7.3% | -2.6% | +10.0% | +7.7% |
| 3M | -2.0% | +2.7% | -4.7% | -2.4% |
| 6M | +1.5% | +22.2% | -20.7% | -1.2% |
| YTD | +10.5% | +16.5% | -6.0% | +7.6% |
| 1Y | +10.5% | +16.9% | -6.4% | +7.3% |
| All | +10.5% | +13.0% | -2.4% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 1y: compounded portfolio wealth divided by compounded CRBG 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…
1y analysis · Full analysis span regression · 6 months rolling