+72.2%
BKR vs IYR
+28.0%
+44.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.7% | -6.2% |
| 7D | -6.7% | -2.8% | -3.8% | -5.4% |
| 30D | -8.3% | -2.5% | -5.8% | -7.3% |
| 3M | -5.4% | -3.0% | -2.4% | -4.4% |
| 6M | +0.8% | +1.6% | -0.8% | -0.8% |
| YTD | +31.8% | +7.3% | +24.5% | +25.7% |
| 1Y | +28.6% | +5.6% | +23.0% | +23.5% |
| All | +72.2% | +28.0% | +44.3% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling