+5.4%
B vs IYR
+9.7%
-4.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -7.3% | +0.6% | -7.9% | -7.7% |
| 30D | -3.3% | +6.6% | -9.9% | -8.2% |
| 3M | -7.8% | -1.8% | -5.9% | -6.5% |
| 6M | -15.5% | +1.4% | -17.0% | -17.0% |
| YTD | -12.3% | +10.5% | -22.8% | -19.7% |
| 1Y | +5.4% | +10.6% | -5.3% | -3.6% |
| All | +5.4% | +9.7% | -4.4% | -3.6% |
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