+29.1%
IYR vs CTVA
+74.2%
-45.1%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -1.4% | -4.5% | +3.1% | -0.4% |
| 30D | -2.7% | +11.3% | -14.0% | -4.9% |
| 3M | -2.1% | +12.3% | -14.4% | -5.0% |
| 6M | +3.6% | +7.2% | -3.6% | +1.4% |
| YTD | +8.1% | +26.0% | -17.9% | +1.8% |
| 1Y | +4.7% | +16.0% | -11.3% | +0.3% |
| 3Y | +29.1% | +73.9% | -44.8% | +12.0% |
| All | +29.1% | +74.2% | -45.1% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling