+49.5%
EWZ vs IYR
+31.2%
+18.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.3% |
| 7D | +6.5% | -1.2% | +7.7% | +7.2% |
| 30D | +4.8% | -2.9% | +7.7% | +6.4% |
| 3M | +9.9% | +0.8% | +9.1% | +9.0% |
| 6M | +1.9% | +1.9% | +0.1% | +0.5% |
| YTD | +20.3% | +9.6% | +10.7% | +14.0% |
| 1Y | +35.6% | +8.1% | +27.5% | +29.4% |
| All | +49.5% | +31.2% | +18.3% | +27.4% |
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