+668.0%
BE vs IYR
+60.1%
+607.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -5.0% |
| 7D | +10.8% | +0.6% | +10.2% | +10.2% |
| 30D | -19.8% | +6.6% | -26.3% | -26.3% |
| 3M | -18.7% | -1.8% | -16.9% | -17.2% |
| 6M | -33.7% | +1.4% | -35.2% | -37.0% |
| YTD | +121.0% | +10.5% | +110.4% | +87.5% |
| 1Y | +85.4% | +10.6% | +74.8% | +57.2% |
| 3Y | +1,709.5% | +41.8% | +1,667.7% | +1,023.6% |
| 5Y | +462.2% | +6.0% | +456.2% | +426.9% |
| All | +668.0% | +60.1% | +607.9% | +371.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling