+86.4%
F vs IYR
+63.0%
+23.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.2% | -4.2% |
| 7D | +1.2% | -0.4% | +1.5% | +1.5% |
| 30D | +1.2% | -2.5% | +3.7% | +3.5% |
| 3M | -5.7% | +1.5% | -7.1% | -7.2% |
| 6M | +17.9% | +3.9% | +14.1% | +13.3% |
| YTD | +10.4% | +9.5% | +0.9% | +1.1% |
| 1Y | +25.3% | +7.5% | +17.9% | +16.7% |
| 3Y | +37.5% | +30.8% | +6.7% | +6.7% |
| 5Y | +46.5% | +4.8% | +41.7% | +39.7% |
| 10Y | +86.4% | +64.3% | +22.1% | +24.5% |
| All | +86.4% | +63.0% | +23.4% | +24.5% |
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