+89.1%
IYR vs CVE
+132.7%
-43.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +2.1% | -10.0% | +12.1% | +3.4% |
| 30D | +7.2% | -11.9% | +19.0% | +8.7% |
| 3M | +0.4% | -5.9% | +6.3% | +0.9% |
| 6M | +1.4% | -1.6% | +3.0% | +1.0% |
| YTD | +11.3% | +66.3% | -54.9% | +2.8% |
| 1Y | +10.5% | +57.5% | -47.0% | +2.7% |
| 3Y | +41.7% | +65.4% | -23.7% | +28.7% |
| 5Y | +7.1% | +144.2% | -137.1% | -9.9% |
| 10Y | +89.1% | +135.5% | -46.4% | +30.9% |
| All | +89.1% | +132.7% | -43.6% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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