+223.5%
B vs IYR
+713.1%
-489.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.2% | -5.9% | -6.1% |
| 7D | +7.1% | +2.1% | +5.0% | +6.6% |
| 30D | -3.3% | +7.2% | -10.5% | -5.1% |
| 3M | -2.5% | +0.4% | -2.9% | -2.6% |
| 6M | -7.2% | +1.4% | -8.7% | -7.6% |
| YTD | -7.4% | +11.3% | -18.7% | -9.8% |
| 1Y | +16.4% | +10.5% | +6.0% | +13.5% |
| 3Y | +178.7% | +41.7% | +137.0% | +155.2% |
| 5Y | +121.7% | +7.1% | +114.6% | +116.2% |
| 10Y | +208.6% | +89.1% | +119.5% | +158.3% |
| All | +223.5% | +713.1% | -489.6% | +75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling