+1,055.3%
DELL vs IYR
+4.5%
+1,050.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.4% | -4.8% |
| 7D | -1.9% | -2.8% | +0.9% | -0.3% |
| 30D | +14.9% | -2.5% | +17.4% | +16.5% |
| 3M | +37.2% | -3.0% | +40.2% | +38.6% |
| 6M | +254.0% | +1.6% | +252.3% | +245.5% |
| YTD | +306.1% | +7.3% | +298.8% | +283.4% |
| 1Y | +312.3% | +5.6% | +306.7% | +292.7% |
| 3Y | +654.0% | +28.1% | +625.9% | +526.3% |
| 5Y | +1,055.3% | +6.1% | +1,049.2% | +1,014.4% |
| All | +1,055.3% | +4.5% | +1,050.8% | +1,014.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling