+231.7%
BMY vs IYR
+699.9%
-468.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | -3.3% | -0.4% | -2.9% | -3.2% |
| 30D | 0.0% | -2.5% | +2.5% | +0.8% |
| 3M | +17.7% | +1.5% | +16.3% | +17.2% |
| 6M | +9.6% | +3.9% | +5.8% | +8.3% |
| YTD | +24.0% | +9.5% | +14.5% | +20.3% |
| 1Y | +45.1% | +7.5% | +37.7% | +41.7% |
| 3Y | +22.5% | +30.8% | -8.3% | +11.6% |
| 5Y | +22.3% | +4.8% | +17.5% | +18.5% |
| 10Y | +62.0% | +64.3% | -2.4% | +32.5% |
| All | +231.7% | +699.9% | -468.2% | +15.5% |
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 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