+120.2%
BKR vs IYR
+69.7%
+50.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.2% |
| 7D | -7.0% | -1.4% | -5.6% | -6.0% |
| 30D | -8.1% | -2.7% | -5.5% | -6.3% |
| 3M | -6.6% | -2.1% | -4.5% | -5.5% |
| 6M | +0.9% | +3.6% | -2.7% | -2.8% |
| YTD | +31.1% | +8.1% | +23.0% | +22.1% |
| 1Y | +27.7% | +4.7% | +23.0% | +21.7% |
| 3Y | +71.2% | +29.1% | +42.1% | +35.5% |
| 5Y | +177.6% | +6.9% | +170.7% | +151.8% |
| All | +120.2% | +69.7% | +50.5% | +47.5% |
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