+208.5%
B vs IYR
+67.0%
+141.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | +2.3% | -0.4% | +2.7% | +2.5% |
| 30D | +1.4% | -2.5% | +3.9% | +2.4% |
| 3M | +12.2% | +1.5% | +10.7% | +11.5% |
| 6M | -2.1% | +3.9% | -6.0% | -3.4% |
| YTD | +2.9% | +9.5% | -6.6% | -0.4% |
| 1Y | +55.3% | +7.5% | +47.8% | +51.2% |
| 3Y | +198.7% | +30.8% | +167.9% | +171.2% |
| 5Y | +153.8% | +4.8% | +149.0% | +143.3% |
| All | +208.5% | +67.0% | +141.5% | +155.0% |
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