+157.5%
B vs IYR
+5.7%
+151.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.8% |
| 7D | -1.6% | -1.2% | -0.3% | -0.9% |
| 30D | +9.4% | -2.9% | +12.3% | +11.3% |
| 3M | +5.0% | +0.8% | +4.1% | +4.4% |
| 6M | -3.5% | +1.9% | -5.4% | -4.5% |
| YTD | +4.5% | +9.6% | -5.2% | -0.5% |
| 1Y | +67.8% | +8.1% | +59.7% | +60.8% |
| 3Y | +196.7% | +29.2% | +167.5% | +158.1% |
| All | +157.5% | +5.7% | +151.8% | +133.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling