+212.8%
EWY vs IYR
+28.0%
+184.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -3.8% |
| 7D | +1.2% | -2.8% | +4.1% | +2.5% |
| 30D | +9.3% | -2.5% | +11.8% | +10.5% |
| 3M | +2.4% | -3.0% | +5.4% | +3.0% |
| 6M | +40.3% | +1.6% | +38.6% | +36.9% |
| YTD | +88.0% | +7.3% | +80.7% | +78.0% |
| 1Y | +143.8% | +5.6% | +138.2% | +132.6% |
| All | +212.8% | +28.0% | +184.8% | +165.3% |
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 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