+10.4%
IYR vs CSGP
-56.4%
+66.8%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.7% | +4.1% | -0.1% |
| 7D | +2.0% | +1.3% | +0.7% | +1.9% |
| 30D | +8.2% | +10.7% | -2.5% | +7.1% |
| 3M | -1.7% | +3.3% | -5.0% | -2.3% |
| 6M | -0.4% | -10.3% | +9.9% | -0.3% |
| YTD | +9.9% | -54.6% | +64.4% | +14.9% |
| 1Y | +10.4% | -54.6% | +65.1% | +15.3% |
| All | +10.4% | -56.4% | +66.8% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling