+72.1%
F vs IYR
+88.3%
-16.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -2.1% | -1.2% | -0.9% | -1.1% |
| 30D | +3.3% | +6.1% | -2.8% | -2.1% |
| 3M | -11.3% | +0.9% | -12.3% | -12.1% |
| 6M | +5.3% | +1.2% | +4.2% | +3.6% |
| YTD | -2.2% | +11.1% | -13.3% | -11.8% |
| 1Y | -3.5% | +9.0% | -12.5% | -11.4% |
| 3Y | +49.5% | +41.4% | +8.1% | +7.7% |
| 5Y | -13.5% | +6.7% | -20.2% | -18.9% |
| All | +72.1% | +88.3% | -16.3% | +7.6% |
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