+4,404.4%
DELL vs IYR
+69.7%
+4,334.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.8% | +11.2% | +11.5% |
| 7D | +8.2% | -1.4% | +9.6% | +9.3% |
| 30D | +17.1% | -2.7% | +19.8% | +19.1% |
| 3M | +45.2% | -2.1% | +47.3% | +46.2% |
| 6M | +286.8% | +3.6% | +283.2% | +273.0% |
| YTD | +354.8% | +8.1% | +346.6% | +326.5% |
| 1Y | +358.3% | +4.7% | +353.5% | +338.6% |
| 3Y | +724.9% | +29.1% | +695.8% | +573.9% |
| 5Y | +1,193.7% | +6.9% | +1,186.8% | +1,099.0% |
| All | +4,404.4% | +69.7% | +4,334.7% | +3,005.1% |
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