+84.1%
EWZ vs IYR
+63.0%
+21.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | +5.6% | -0.4% | +6.0% | +5.9% |
| 30D | +9.3% | -2.5% | +11.8% | +11.4% |
| 3M | +15.7% | +1.5% | +14.2% | +13.9% |
| 6M | +7.4% | +3.9% | +3.6% | +3.9% |
| YTD | +22.7% | +9.5% | +13.2% | +13.4% |
| 1Y | +36.4% | +7.5% | +28.9% | +27.9% |
| 3Y | +50.4% | +30.8% | +19.6% | +17.3% |
| 5Y | +67.6% | +4.8% | +62.8% | +55.7% |
| 10Y | +84.1% | +64.3% | +19.7% | +14.9% |
| All | +84.1% | +63.0% | +21.0% | +14.9% |
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