+6,119.1%
ETN vs IYR
+690.9%
+5,428.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.0% |
| 7D | +6.2% | -0.9% | +7.1% | +6.8% |
| 30D | -6.7% | -2.4% | -4.3% | -5.4% |
| 3M | +3.6% | -2.0% | +5.6% | +4.2% |
| 6M | +18.3% | +2.5% | +15.8% | +15.7% |
| YTD | +31.5% | +8.3% | +23.1% | +24.4% |
| 1Y | +20.6% | +6.5% | +14.1% | +15.0% |
| 3Y | +82.5% | +29.3% | +53.2% | +53.2% |
| 5Y | +177.8% | +5.7% | +172.1% | +162.2% |
| 10Y | +705.0% | +69.2% | +635.8% | +475.7% |
| All | +6,119.1% | +690.9% | +5,428.1% | +1,482.7% |
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