+746.2%
EEM vs IYR
+530.3%
+215.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | +2.7% | +0.6% | +2.1% | +2.3% |
| 30D | -5.4% | +6.6% | -11.9% | -9.3% |
| 3M | -8.6% | -1.8% | -6.8% | -7.7% |
| 6M | -8.9% | +1.4% | -10.3% | -10.5% |
| YTD | +11.9% | +10.5% | +1.4% | +4.0% |
| 1Y | +13.1% | +10.6% | +2.4% | +4.9% |
| 3Y | +70.7% | +41.8% | +28.8% | +32.4% |
| 5Y | +31.8% | +6.0% | +25.7% | +21.4% |
| 10Y | +119.5% | +86.7% | +32.9% | +32.1% |
| All | +746.2% | +530.3% | +215.8% | +126.1% |
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