+85.5%
ETN vs IYR
+29.0%
+56.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.6% |
| 7D | +3.5% | -1.4% | +4.9% | +4.2% |
| 30D | -7.5% | -2.7% | -4.9% | -6.5% |
| 3M | +8.3% | -2.1% | +10.5% | +8.6% |
| 6M | +20.2% | +3.6% | +16.6% | +16.7% |
| YTD | +34.7% | +8.1% | +26.5% | +27.9% |
| 1Y | +19.4% | +4.7% | +14.7% | +15.3% |
| 3Y | +85.5% | +29.1% | +56.4% | +54.1% |
| All | +85.5% | +29.0% | +56.6% | +54.1% |
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 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