+207.0%
C vs IYR
+87.3%
+119.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +4.2% | +0.6% | +3.6% | +3.6% |
| 30D | +2.0% | +6.6% | -4.6% | -3.6% |
| 3M | -10.1% | -1.8% | -8.3% | -8.8% |
| 6M | +1.0% | +1.4% | -0.5% | -0.9% |
| YTD | +8.5% | +10.5% | -2.1% | -1.5% |
| 1Y | +25.7% | +10.6% | +15.1% | +14.0% |
| 3Y | +216.0% | +41.8% | +174.2% | +124.5% |
| 5Y | +112.3% | +6.0% | +106.3% | +94.9% |
| All | +207.0% | +87.3% | +119.7% | +98.7% |
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