+5.5%
IYR vs CSGP
-64.7%
+70.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.1% |
| 7D | -1.2% | -4.1% | +2.8% | -0.2% |
| 30D | -2.9% | +2.3% | -5.2% | -3.7% |
| 3M | +0.8% | -8.2% | +9.0% | +2.4% |
| 6M | +1.9% | -35.1% | +36.9% | +12.8% |
| YTD | +9.6% | -54.0% | +63.7% | +32.6% |
| 1Y | +8.1% | -65.3% | +73.4% | +42.1% |
| 3Y | +29.2% | -62.6% | +91.8% | +62.3% |
| All | +5.5% | -64.7% | +70.2% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling