-50.9%
C vs IYR
+714.7%
-765.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +0.9% | +0.9% |
| 7D | -0.9% | +2.3% | -3.2% | -3.1% |
| 30D | -5.4% | +7.4% | -12.8% | -11.9% |
| 3M | -9.2% | -0.7% | -8.4% | -8.7% |
| 6M | -1.8% | +1.6% | -3.5% | -4.1% |
| YTD | +6.7% | +11.6% | -4.9% | -5.2% |
| 1Y | +23.5% | +10.5% | +13.0% | +10.8% |
| 3Y | +219.8% | +43.4% | +176.4% | +116.8% |
| 5Y | +112.4% | +6.8% | +105.6% | +88.4% |
| 10Y | +220.1% | +86.0% | +134.1% | +61.1% |
| All | -50.9% | +714.7% | -765.6% | -94.3% |
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