+636.7%
DELL vs IYR
+28.0%
+608.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.4% | -5.0% |
| 7D | -1.9% | -2.8% | +0.9% | -1.0% |
| 30D | +14.9% | -2.5% | +17.4% | +15.8% |
| 3M | +37.2% | -3.0% | +40.2% | +37.9% |
| 6M | +254.0% | +1.6% | +252.3% | +246.6% |
| YTD | +306.1% | +7.3% | +298.8% | +287.7% |
| 1Y | +312.3% | +5.6% | +306.7% | +296.2% |
| All | +636.7% | +28.0% | +608.7% | +588.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling