+393.0%
EFA vs IYR
+526.5%
-133.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | +1.2% | -0.4% | +1.6% | +1.4% |
| 30D | -0.7% | -2.5% | +1.8% | +0.6% |
| 3M | +6.4% | +1.5% | +4.9% | +5.3% |
| 6M | +11.4% | +3.9% | +7.5% | +8.9% |
| YTD | +14.0% | +9.5% | +4.5% | +8.4% |
| 1Y | +20.2% | +7.5% | +12.8% | +15.3% |
| 3Y | +68.2% | +30.8% | +37.4% | +44.2% |
| 5Y | +54.8% | +4.8% | +50.0% | +47.9% |
| 10Y | +142.4% | +64.3% | +78.1% | +78.2% |
| All | +393.0% | +526.5% | -133.4% | +42.6% |
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