+842.6%
ASX vs IYR
+86.8%
+755.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.5% | +7.1% | +7.6% |
| 7D | -12.3% | +2.3% | -14.5% | -13.4% |
| 30D | -26.0% | +7.4% | -33.4% | -29.3% |
| 3M | -8.1% | -0.7% | -7.4% | -7.8% |
| 6M | +1.4% | +1.6% | -0.3% | -0.9% |
| YTD | +115.6% | +11.6% | +104.0% | +98.0% |
| 1Y | +128.0% | +10.5% | +117.5% | +110.7% |
| 3Y | +371.4% | +43.4% | +328.0% | +258.4% |
| 5Y | +469.4% | +6.8% | +462.6% | +429.1% |
| 10Y | +842.6% | +86.0% | +756.7% | +545.4% |
| All | +842.6% | +86.8% | +755.9% | +545.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling