+86.0%
IYR vs CSGP
+72.5%
+13.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.7% | +0.9% |
| 7D | +2.3% | -1.8% | +4.1% | +2.8% |
| 30D | +7.4% | +5.3% | +2.1% | +4.9% |
| 3M | -0.7% | +3.3% | -4.0% | -3.0% |
| 6M | +1.6% | -4.7% | +6.3% | +1.1% |
| YTD | +11.6% | -53.5% | +65.1% | +36.9% |
| 1Y | +10.5% | -53.7% | +64.2% | +35.5% |
| 3Y | +43.4% | -59.7% | +103.1% | +79.7% |
| 5Y | +6.8% | -62.5% | +69.3% | +33.8% |
| 10Y | +86.0% | +67.3% | +18.7% | +75.5% |
| All | +86.0% | +72.5% | +13.4% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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