+242.6%
BMY vs IYR
+700.6%
-458.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.1% | -1.6% |
| 7D | +0.4% | -1.2% | +1.6% | +0.8% |
| 30D | +5.0% | -2.9% | +7.9% | +6.1% |
| 3M | +19.4% | +0.8% | +18.6% | +19.1% |
| 6M | +9.5% | +1.9% | +7.7% | +8.9% |
| YTD | +28.1% | +9.6% | +18.4% | +24.2% |
| 1Y | +50.0% | +8.1% | +41.9% | +46.2% |
| 3Y | +24.1% | +29.2% | -5.1% | +13.5% |
| 5Y | +25.0% | +4.3% | +20.7% | +21.4% |
| 10Y | +68.7% | +64.7% | +4.0% | +37.9% |
| All | +242.6% | +700.6% | -458.0% | +19.3% |
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