+303.5%
EWY vs IYR
+69.7%
+233.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.5% | +2.8% |
| 7D | -0.1% | -1.4% | +1.3% | +0.8% |
| 30D | +7.3% | -2.7% | +10.0% | +9.1% |
| 3M | -5.1% | -2.1% | -3.0% | -4.7% |
| 6M | +42.1% | +3.6% | +38.5% | +37.6% |
| YTD | +94.1% | +8.1% | +86.0% | +82.8% |
| 1Y | +147.8% | +4.7% | +143.1% | +137.9% |
| 3Y | +222.9% | +29.1% | +193.8% | +167.8% |
| 5Y | +150.6% | +6.9% | +143.7% | +132.7% |
| All | +303.5% | +69.7% | +233.8% | +167.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling