+296.5%
BKR vs IYR
+689.7%
-393.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.1% |
| 7D | -7.0% | -1.4% | -5.6% | -6.2% |
| 30D | -8.1% | -2.7% | -5.5% | -6.6% |
| 3M | -6.6% | -2.1% | -4.5% | -5.7% |
| 6M | +0.9% | +3.6% | -2.7% | -2.1% |
| YTD | +31.1% | +8.1% | +23.0% | +23.7% |
| 1Y | +27.7% | +4.7% | +23.0% | +22.9% |
| 3Y | +71.2% | +29.1% | +42.1% | +42.5% |
| 5Y | +177.6% | +6.9% | +170.7% | +157.3% |
| 10Y | +122.7% | +69.0% | +53.7% | +56.7% |
| All | +296.5% | +689.7% | -393.2% | -8.0% |
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