+209.9%
BKNG vs IYR
+68.4%
+141.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +1.2% |
| 7D | -10.7% | -2.8% | -7.8% | -8.8% |
| 30D | -18.1% | -2.5% | -15.6% | -16.6% |
| 3M | +8.5% | -3.0% | +11.5% | +11.0% |
| 6M | -0.1% | +1.6% | -1.7% | -1.2% |
| YTD | -18.2% | +7.3% | -25.5% | -22.4% |
| 1Y | -19.9% | +5.6% | -25.5% | -23.2% |
| 3Y | +41.6% | +28.1% | +13.5% | +15.6% |
| 5Y | +93.1% | +6.1% | +87.0% | +81.1% |
| All | +209.9% | +68.4% | +141.5% | +113.8% |
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