+368.6%
ASX vs IYR
+41.7%
+326.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | +12.4% | +0.6% | +11.8% | +12.2% |
| 30D | -19.8% | +6.6% | -26.4% | -21.6% |
| 3M | -10.3% | -1.8% | -8.5% | -9.5% |
| 6M | +1.2% | +1.4% | -0.2% | -0.2% |
| YTD | +123.0% | +10.5% | +112.5% | +109.6% |
| 1Y | +145.4% | +10.6% | +134.8% | +130.5% |
| 3Y | +368.6% | +41.8% | +326.8% | +270.9% |
| All | +368.6% | +41.7% | +326.9% | +270.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling