+6.7%
AMZN vs IYR
+12.4%
-5.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.1% | +3.0% | +5.2% |
| 7D | +4.5% | +6.9% | -2.4% | +2.7% |
| 30D | +5.8% | +10.2% | -4.4% | +2.8% |
| 3M | -4.1% | -0.3% | -3.8% | -3.6% |
| 6M | -2.2% | +3.6% | -5.8% | -3.6% |
| YTD | +15.3% | +12.5% | +2.8% | +8.0% |
| 1Y | +6.7% | +12.4% | -5.7% | -0.1% |
| All | +6.7% | +12.4% | -5.7% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 1y: compounded portfolio wealth divided by compounded IYR 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…
1y analysis · Full analysis span regression · 6 months rolling