+143.3%
DELL vs IYR
+12.4%
+130.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.1% | -12.0% | -7.5% |
| 7D | -24.6% | +6.9% | -31.5% | -22.7% |
| 30D | -32.5% | +10.2% | -42.7% | -30.6% |
| 3M | -20.2% | -0.3% | -19.9% | -19.9% |
| 6M | +76.5% | +3.6% | +72.9% | +77.0% |
| YTD | +198.9% | +12.5% | +186.5% | +178.6% |
| 1Y | +143.3% | +12.4% | +130.9% | +126.2% |
| All | +143.3% | +12.4% | +130.9% | +126.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling