+934.0%
BE vs IYR
+55.4%
+878.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -2.9% |
| 7D | +9.7% | -2.8% | +12.6% | +13.6% |
| 30D | +22.4% | -2.5% | +24.9% | +26.5% |
| 3M | +10.4% | -3.0% | +13.3% | +11.2% |
| 6M | +67.9% | +1.6% | +66.2% | +59.7% |
| YTD | +197.5% | +7.3% | +190.2% | +163.0% |
| 1Y | +310.6% | +5.6% | +304.9% | +268.5% |
| 3Y | +1,657.2% | +28.1% | +1,629.1% | +1,149.9% |
| 5Y | +1,218.2% | +6.1% | +1,212.1% | +1,144.4% |
| All | +934.0% | +55.4% | +878.6% | +560.7% |
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