+1,683.3%
BE vs IYR
+29.2%
+1,654.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.7% | -1.7% |
| 7D | +23.9% | -0.9% | +24.8% | +25.1% |
| 30D | +27.8% | -2.4% | +30.2% | +31.1% |
| 3M | +3.7% | -2.0% | +5.7% | +2.9% |
| 6M | +78.0% | +2.5% | +75.5% | +66.7% |
| YTD | +209.9% | +8.3% | +201.6% | +169.2% |
| 1Y | +389.6% | +6.5% | +383.1% | +332.6% |
| All | +1,683.3% | +29.2% | +1,654.2% | +1,000.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling