+83.6%
EEM vs IYR
+28.0%
+55.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.2% | -1.8% |
| 7D | -0.7% | -2.8% | +2.1% | +0.4% |
| 30D | +2.4% | -2.5% | +4.9% | +3.4% |
| 3M | +4.2% | -3.0% | +7.1% | +5.0% |
| 6M | +14.8% | +1.6% | +13.1% | +13.1% |
| YTD | +23.1% | +7.3% | +15.8% | +18.4% |
| 1Y | +32.5% | +5.6% | +26.9% | +28.3% |
| All | +83.6% | +28.0% | +55.7% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling