+57.7%
DIA vs IYR
+5.7%
+52.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | 0.0% |
| 7D | +1.6% | -0.1% | +1.7% | +1.7% |
| 30D | +1.2% | +5.7% | -4.5% | -1.7% |
| 3M | -2.4% | -0.6% | -1.8% | -2.1% |
| 6M | +5.7% | +0.5% | +5.1% | +5.1% |
| YTD | +9.9% | +10.4% | -0.5% | +3.8% |
| 1Y | +9.8% | +9.2% | +0.6% | +4.3% |
| 3Y | +59.8% | +40.5% | +19.2% | +30.7% |
| 5Y | +57.7% | +5.9% | +51.7% | +51.7% |
| All | +57.7% | +5.7% | +52.0% | +51.7% |
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