+40.2%
IYR vs CTVA
+216.1%
-175.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.6% |
| 7D | -0.4% | -2.1% | +1.7% | +0.2% |
| 30D | -2.5% | +12.0% | -14.6% | -6.1% |
| 3M | +1.5% | +13.5% | -12.0% | -3.2% |
| 6M | +3.9% | +12.1% | -8.3% | -0.8% |
| YTD | +9.5% | +29.0% | -19.5% | -0.3% |
| 1Y | +7.5% | +18.9% | -11.4% | +0.1% |
| 3Y | +30.8% | +78.9% | -48.1% | +3.8% |
| 5Y | +4.8% | +105.2% | -100.5% | -22.5% |
| All | +40.2% | +216.1% | -175.8% | -20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling