+63.6%
DIA vs IYR
+4.2%
+59.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.2% |
| 7D | -1.2% | -0.9% | -0.3% | -0.7% |
| 30D | -2.7% | -2.4% | -0.3% | -1.5% |
| 3M | +3.3% | -2.0% | +5.3% | +4.2% |
| 6M | +10.4% | +2.5% | +8.0% | +8.6% |
| YTD | +10.0% | +8.3% | +1.7% | +4.9% |
| 1Y | +16.2% | +6.5% | +9.7% | +11.8% |
| 3Y | +58.7% | +29.3% | +29.4% | +36.0% |
| 5Y | +63.6% | +5.7% | +57.9% | +58.4% |
| All | +63.6% | +4.2% | +59.4% | +58.4% |
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