-44.8%
C vs IYR
+700.6%
-745.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.4% |
| 7D | +3.6% | -1.2% | +4.9% | +4.9% |
| 30D | +0.1% | -2.9% | +2.9% | +2.9% |
| 3M | +2.4% | +0.8% | +1.6% | +1.0% |
| 6M | +24.9% | +1.9% | +23.1% | +21.8% |
| YTD | +19.8% | +9.6% | +10.2% | +8.4% |
| 1Y | +44.9% | +8.1% | +36.8% | +32.8% |
| 3Y | +263.0% | +29.2% | +233.8% | +172.8% |
| 5Y | +129.5% | +4.3% | +125.2% | +108.3% |
| 10Y | +291.6% | +64.7% | +226.9% | +122.0% |
| All | -44.8% | +700.6% | -745.4% | -93.5% |
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