+38.5%
IYR vs CTVA
+208.7%
-170.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -1.4% | -4.5% | +3.1% | +0.1% |
| 30D | -2.7% | +11.3% | -14.0% | -6.0% |
| 3M | -2.1% | +12.3% | -14.4% | -6.3% |
| 6M | +3.6% | +7.2% | -3.6% | +0.5% |
| YTD | +8.1% | +26.0% | -17.9% | -0.8% |
| 1Y | +4.7% | +16.0% | -11.3% | -1.7% |
| 3Y | +29.1% | +73.9% | -44.8% | +3.4% |
| 5Y | +6.9% | +103.8% | -96.9% | -20.8% |
| All | +38.5% | +208.7% | -170.3% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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