+911.5%
BE vs IYR
+58.8%
+852.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.7% | +8.1% | +8.2% |
| 7D | +20.0% | -1.2% | +21.2% | +21.8% |
| 30D | +7.9% | -2.9% | +10.8% | +11.9% |
| 3M | -13.2% | +0.8% | -14.1% | -16.7% |
| 6M | +53.5% | +1.9% | +51.6% | +46.2% |
| YTD | +191.0% | +9.6% | +181.4% | +150.5% |
| 1Y | +360.5% | +8.1% | +352.4% | +301.8% |
| 3Y | +1,568.0% | +29.2% | +1,538.8% | +1,074.4% |
| 5Y | +1,055.2% | +4.3% | +1,050.9% | +1,008.0% |
| All | +911.5% | +58.8% | +852.7% | +529.3% |
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