+432.5%
EWZ vs IYR
+679.0%
-246.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.2% |
| 7D | +6.5% | -1.2% | +7.7% | +7.4% |
| 30D | +4.8% | -2.9% | +7.7% | +7.0% |
| 3M | +9.9% | +0.8% | +9.1% | +8.8% |
| 6M | +1.9% | +1.9% | +0.1% | +0.3% |
| YTD | +20.3% | +9.6% | +10.7% | +12.0% |
| 1Y | +35.6% | +8.1% | +27.5% | +27.4% |
| 3Y | +43.4% | +29.2% | +14.2% | +16.4% |
| 5Y | +55.9% | +4.3% | +51.7% | +44.8% |
| 10Y | +84.2% | +64.7% | +19.5% | +24.9% |
| All | +432.5% | +679.0% | -246.5% | +8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling