+707.3%
IYR vs CSGP
+1,092.6%
-385.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.3% |
| 7D | +2.8% | +13.9% | -11.1% | -0.7% |
| 30D | +7.3% | +16.0% | -8.7% | +2.5% |
| 3M | -2.0% | +6.1% | -8.1% | -4.6% |
| 6M | +1.5% | -8.2% | +9.7% | +2.0% |
| YTD | +10.5% | -52.3% | +62.9% | +30.3% |
| 1Y | +10.5% | -54.5% | +65.0% | +31.7% |
| 3Y | +37.4% | -58.6% | +96.0% | +65.1% |
| 5Y | +5.9% | -61.5% | +67.4% | +26.9% |
| 10Y | +85.0% | +74.7% | +10.3% | +48.0% |
| All | +707.3% | +1,092.6% | -385.3% | +304.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling