+148.7%
EWY vs IYR
+6.0%
+142.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.5% | +2.8% |
| 7D | -0.1% | -1.4% | +1.3% | +0.7% |
| 30D | +7.3% | -2.7% | +10.0% | +8.9% |
| 3M | -5.1% | -2.1% | -3.0% | -4.8% |
| 6M | +42.1% | +3.6% | +38.5% | +37.6% |
| YTD | +94.1% | +8.1% | +86.0% | +83.3% |
| 1Y | +147.8% | +4.7% | +143.1% | +138.2% |
| 3Y | +222.9% | +29.1% | +193.8% | +170.6% |
| All | +148.7% | +6.0% | +142.7% | +134.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling