+62.5%
DRAM vs IYR
+11.6%
+50.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.1% | -8.4% | -0.4% |
| 7D | -16.6% | +6.9% | -23.6% | -7.1% |
| 30D | -26.9% | +10.2% | -37.1% | -14.6% |
| 3M | -17.8% | -0.3% | -17.5% | -18.6% |
| 6M | +6.2% | +3.6% | +2.6% | +14.4% |
| All | +62.5% | +11.6% | +50.9% | +70.7% |
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 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