+195.3%
B vs IYR
+40.6%
+154.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.2% |
| 7D | +11.3% | +2.3% | +9.1% | +9.7% |
| 30D | +2.9% | +7.4% | -4.4% | -1.9% |
| 3M | -2.9% | -0.7% | -2.1% | -2.3% |
| 6M | -1.2% | +1.6% | -2.8% | -2.4% |
| YTD | -1.3% | +11.6% | -12.9% | -8.2% |
| 1Y | +30.4% | +10.5% | +19.9% | +22.1% |
| 3Y | +195.3% | +43.4% | +151.9% | +123.6% |
| All | +195.3% | +40.6% | +154.6% | +123.6% |
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 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