+264.7%
B vs IYR
+700.6%
-435.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | -1.6% | -1.2% | -0.3% | -1.3% |
| 30D | +9.4% | -2.9% | +12.3% | +10.3% |
| 3M | +5.0% | +0.8% | +4.1% | +4.7% |
| 6M | -3.5% | +1.9% | -5.4% | -3.9% |
| YTD | +4.5% | +9.6% | -5.2% | +2.0% |
| 1Y | +67.8% | +8.1% | +59.7% | +64.5% |
| 3Y | +196.7% | +29.2% | +167.5% | +177.8% |
| 5Y | +151.9% | +4.3% | +147.6% | +147.2% |
| 10Y | +202.2% | +64.7% | +137.5% | +161.3% |
| All | +264.7% | +700.6% | -435.8% | +98.2% |
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