+57.3%
DRAM vs IYR
+9.6%
+47.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.0% | -3.4% |
| 7D | +18.0% | -0.1% | +18.1% | +17.7% |
| 30D | -17.4% | +5.7% | -23.1% | -9.5% |
| 3M | -20.3% | -0.6% | -19.7% | -20.9% |
| 6M | -14.9% | +0.5% | -15.4% | -10.9% |
| All | +57.3% | +9.6% | +47.7% | +60.3% |
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