+67.6%
EWZ vs IYR
+88.3%
-20.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.1% |
| 7D | +0.6% | -1.2% | +1.8% | +1.5% |
| 30D | -25.5% | +6.1% | -31.6% | -29.0% |
| 3M | -4.5% | +0.9% | -5.5% | -5.5% |
| 6M | -15.3% | +1.2% | -16.5% | -16.6% |
| YTD | +3.1% | +11.1% | -8.0% | -6.0% |
| 1Y | +1.2% | +9.0% | -7.8% | -6.2% |
| 3Y | +19.3% | +41.4% | -22.2% | -12.9% |
| 5Y | +52.3% | +6.7% | +45.6% | +39.4% |
| All | +67.6% | +88.3% | -20.7% | -2.5% |
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