+4,770.1%
DELL vs IYR
+65.1%
+4,705.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | +25.6% | -0.4% | +26.0% | +25.9% |
| 30D | +17.7% | -2.5% | +20.2% | +19.5% |
| 3M | +33.4% | +1.5% | +32.0% | +31.1% |
| 6M | +266.2% | +3.9% | +262.3% | +252.4% |
| YTD | +328.0% | +9.5% | +318.5% | +297.9% |
| 1Y | +339.6% | +7.5% | +332.1% | +313.4% |
| 3Y | +694.6% | +30.8% | +663.8% | +543.7% |
| 5Y | +1,122.0% | +4.8% | +1,117.2% | +1,048.4% |
| 10Y | +4,062.5% | +64.3% | +3,998.1% | +2,845.6% |
| All | +4,770.1% | +65.1% | +4,705.0% | +3,336.9% |
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