+21.2%
DIS vs IYR
+63.0%
-41.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -1.1% | -0.4% | -0.7% | -0.8% |
| 30D | +0.1% | -2.5% | +2.7% | +2.0% |
| 3M | +7.1% | +1.5% | +5.6% | +6.0% |
| 6M | +4.3% | +3.9% | +0.4% | +1.5% |
| YTD | -6.9% | +9.5% | -16.5% | -12.6% |
| 1Y | -10.3% | +7.5% | -17.8% | -14.7% |
| 3Y | +32.8% | +30.8% | +2.0% | +8.6% |
| 5Y | -41.5% | +4.8% | -46.3% | -44.4% |
| 10Y | +21.2% | +64.3% | -43.1% | -13.9% |
| All | +21.2% | +63.0% | -41.9% | -13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling