+30.8%
IYR vs CTAS
+65.1%
-34.3%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.4% | 0.0% | -0.3% | -0.4% |
| 30D | -2.5% | -1.0% | -1.5% | -2.2% |
| 3M | +1.5% | +15.8% | -14.3% | -4.0% |
| 6M | +3.9% | -1.0% | +4.9% | +3.9% |
| YTD | +9.5% | +7.4% | +2.1% | +6.2% |
| 1Y | +7.5% | -0.1% | +7.6% | +7.0% |
| 3Y | +30.8% | +66.3% | -35.5% | -0.3% |
| All | +30.8% | +65.1% | -34.3% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling