-10.1%
DIS vs IYR
+8.4%
-18.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.2% |
| 7D | -2.6% | -1.2% | -1.3% | -1.6% |
| 30D | +3.5% | -2.9% | +6.3% | +5.9% |
| 3M | +6.8% | +0.8% | +6.0% | +6.2% |
| 6M | +3.0% | +1.9% | +1.1% | +1.7% |
| YTD | -6.7% | +9.6% | -16.4% | -13.0% |
| 1Y | -10.1% | +8.1% | -18.2% | -16.4% |
| All | -10.1% | +8.4% | -18.5% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling