+1,564.6%
BKNG vs IYR
+683.6%
+881.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +1.1% |
| 7D | -10.7% | -2.8% | -7.8% | -9.1% |
| 30D | -18.1% | -2.5% | -15.6% | -16.8% |
| 3M | +8.5% | -3.0% | +11.5% | +10.6% |
| 6M | -0.1% | +1.6% | -1.7% | -1.0% |
| YTD | -18.2% | +7.3% | -25.5% | -21.7% |
| 1Y | -19.9% | +5.6% | -25.5% | -22.6% |
| 3Y | +41.6% | +28.1% | +13.5% | +20.4% |
| 5Y | +93.1% | +6.1% | +87.0% | +83.4% |
| 10Y | +214.8% | +67.7% | +147.1% | +128.2% |
| All | +1,564.6% | +683.6% | +881.1% | +90.2% |
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 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