+349.8%
EWZ vs IYR
+680.8%
-331.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.1% |
| 7D | -1.5% | +2.0% | -3.4% | -2.9% |
| 30D | -24.5% | +8.2% | -32.8% | -28.9% |
| 3M | -10.7% | -1.7% | -9.0% | -9.9% |
| 6M | -19.1% | -0.4% | -18.7% | -19.4% |
| YTD | +1.6% | +9.9% | -8.3% | -5.8% |
| 1Y | +4.3% | +10.4% | -6.2% | -3.7% |
| 3Y | +19.0% | +38.4% | -19.5% | -8.4% |
| 5Y | +57.7% | +5.2% | +52.5% | +45.2% |
| 10Y | +51.3% | +83.8% | -32.5% | -5.3% |
| All | +349.8% | +680.8% | -331.0% | -8.8% |
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