+65.6%
IYR vs CTAS
+675.6%
-610.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -2.8% | -1.3% | -1.5% | -2.2% |
| 30D | -2.5% | -3.1% | +0.5% | -1.1% |
| 3M | -3.0% | +10.3% | -13.2% | -7.8% |
| 6M | +1.6% | +1.6% | 0.0% | +0.1% |
| YTD | +7.3% | +6.3% | +1.0% | +3.3% |
| 1Y | +5.6% | -0.5% | +6.1% | +4.7% |
| 3Y | +28.1% | +64.6% | -36.5% | -3.2% |
| 5Y | +6.1% | +106.0% | -99.9% | -29.0% |
| All | +65.6% | +675.6% | -610.0% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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