+52.7%
EFA vs IYR
+6.0%
+46.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.6% |
| 7D | -1.5% | -1.4% | -0.2% | -0.8% |
| 30D | -1.7% | -2.7% | +1.0% | -0.2% |
| 3M | +3.5% | -2.1% | +5.6% | +4.5% |
| 6M | +9.5% | +3.6% | +5.9% | +7.0% |
| YTD | +12.9% | +8.1% | +4.7% | +7.7% |
| 1Y | +18.2% | +4.7% | +13.5% | +14.7% |
| 3Y | +64.8% | +29.1% | +35.7% | +40.8% |
| All | +52.7% | +6.0% | +46.7% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling