+1,227.8%
BE vs IYR
+4.2%
+1,223.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.7% | -1.3% |
| 7D | +23.9% | -0.9% | +24.8% | +25.5% |
| 30D | +27.8% | -2.4% | +30.2% | +32.2% |
| 3M | +3.7% | -2.0% | +5.7% | +3.0% |
| 6M | +78.0% | +2.5% | +75.5% | +65.3% |
| YTD | +209.9% | +8.3% | +201.6% | +163.3% |
| 1Y | +389.6% | +6.5% | +383.1% | +324.1% |
| 3Y | +1,730.6% | +29.3% | +1,701.3% | +1,058.7% |
| 5Y | +1,227.8% | +5.7% | +1,222.1% | +1,124.7% |
| All | +1,227.8% | +4.2% | +1,223.6% | +1,124.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling