+1,763.1%
EBAY vs IYR
+690.9%
+1,072.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.4% |
| 7D | -3.0% | -0.9% | -2.1% | -2.5% |
| 30D | -3.6% | -2.4% | -1.2% | -2.3% |
| 3M | -4.4% | -2.0% | -2.4% | -3.5% |
| 6M | +12.1% | +2.5% | +9.6% | +10.2% |
| YTD | +19.9% | +8.3% | +11.6% | +14.1% |
| 1Y | +13.4% | +6.5% | +6.9% | +8.8% |
| 3Y | +150.5% | +29.3% | +121.2% | +113.7% |
| 5Y | +54.8% | +5.7% | +49.2% | +48.3% |
| 10Y | +268.1% | +69.2% | +198.8% | +157.5% |
| All | +1,763.1% | +690.9% | +1,072.2% | +309.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling