+66.9%
IYR vs CRH
+253.3%
-186.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.4% |
| 7D | -1.4% | -6.1% | +4.7% | +0.8% |
| 30D | -2.7% | -9.3% | +6.6% | +0.6% |
| 3M | -2.1% | -15.2% | +13.1% | +3.2% |
| 6M | +3.6% | -14.2% | +17.8% | +8.2% |
| YTD | +8.1% | -28.3% | +36.4% | +19.8% |
| 1Y | +4.7% | -21.8% | +26.5% | +11.9% |
| 3Y | +29.1% | +71.6% | -42.5% | -1.8% |
| 5Y | +6.9% | +96.6% | -89.7% | -25.1% |
| All | +66.9% | +253.3% | -186.4% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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