-52.1%
C vs IYR
+702.4%
-754.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.1% |
| 7D | -2.4% | +2.0% | -4.4% | -4.3% |
| 30D | -6.0% | +8.2% | -14.2% | -13.2% |
| 3M | -10.5% | -1.7% | -8.8% | -9.2% |
| 6M | -5.7% | -0.4% | -5.3% | -6.1% |
| YTD | +4.1% | +9.9% | -5.7% | -6.1% |
| 1Y | +20.5% | +10.4% | +10.0% | +8.1% |
| 3Y | +208.1% | +38.4% | +169.7% | +116.2% |
| 5Y | +110.4% | +5.2% | +105.2% | +89.4% |
| 10Y | +234.6% | +83.8% | +150.8% | +70.2% |
| All | -52.1% | +702.4% | -754.5% | -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 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