+208.8%
C vs IYR
+86.1%
+122.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.4% |
| 7D | -0.4% | +2.1% | -2.5% | -2.1% |
| 30D | -5.2% | +7.2% | -12.3% | -10.8% |
| 3M | -9.1% | +0.4% | -9.5% | -9.5% |
| 6M | -1.6% | +1.4% | -3.0% | -3.4% |
| YTD | +6.9% | +11.3% | -4.4% | -3.6% |
| 1Y | +23.0% | +10.5% | +12.5% | +11.6% |
| 3Y | +216.1% | +41.7% | +174.4% | +124.8% |
| 5Y | +112.2% | +7.1% | +105.2% | +93.1% |
| 10Y | +208.8% | +89.1% | +119.7% | +94.4% |
| All | +208.8% | +86.1% | +122.7% | +94.4% |
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