+21.9%
IYR vs CRBG
+118.1%
-96.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.5% |
| 7D | -1.8% | +1.0% | -2.8% | -2.0% |
| 30D | -4.5% | +1.0% | -5.5% | -4.8% |
| 3M | -3.4% | +22.1% | -25.6% | -7.7% |
| 6M | +3.6% | +51.0% | -47.4% | -5.7% |
| YTD | +7.6% | +17.6% | -9.9% | +3.1% |
| 1Y | +4.7% | +8.0% | -3.2% | +2.0% |
| 3Y | +27.4% | +118.0% | -90.6% | -1.7% |
| All | +21.9% | +118.1% | -96.2% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling