+50.3%
EWZ vs IYR
+86.8%
-36.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.4% | +0.8% |
| 7D | +1.4% | +2.3% | -0.9% | -0.4% |
| 30D | -25.1% | +7.4% | -32.5% | -29.3% |
| 3M | -7.7% | -0.7% | -7.0% | -7.5% |
| 6M | -15.8% | +1.6% | -17.5% | -17.5% |
| YTD | +3.6% | +11.6% | -7.9% | -5.8% |
| 1Y | +5.5% | +10.5% | -5.0% | -3.4% |
| 3Y | +22.1% | +43.4% | -21.3% | -11.9% |
| 5Y | +58.3% | +6.8% | +51.5% | +44.8% |
| 10Y | +50.3% | +86.0% | -35.7% | -16.5% |
| All | +50.3% | +86.8% | -36.5% | -16.5% |
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