+707.7%
BE vs IYR
+59.9%
+647.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -2.8% |
| 7D | +20.5% | -0.1% | +20.6% | +20.9% |
| 30D | -23.4% | +5.7% | -29.1% | -28.8% |
| 3M | -14.9% | -0.6% | -14.3% | -14.6% |
| 6M | -28.1% | +0.5% | -28.6% | -30.8% |
| YTD | +132.4% | +10.4% | +122.0% | +97.5% |
| 1Y | +59.4% | +9.2% | +50.2% | +37.8% |
| 3Y | +1,815.8% | +40.5% | +1,775.3% | +1,103.4% |
| 5Y | +491.3% | +5.9% | +485.4% | +454.8% |
| All | +707.7% | +59.9% | +647.8% | +396.1% |
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