+72.2%
F vs IYR
+86.1%
-13.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.7% |
| 7D | -0.2% | +2.1% | -2.3% | -2.1% |
| 30D | +0.9% | +7.2% | -6.3% | -5.2% |
| 3M | -11.3% | +0.4% | -11.7% | -11.7% |
| 6M | +2.0% | +1.4% | +0.6% | +0.1% |
| YTD | -3.2% | +11.3% | -14.5% | -12.8% |
| 1Y | -3.5% | +10.5% | -13.9% | -12.4% |
| 3Y | +48.1% | +41.7% | +6.4% | +6.5% |
| 5Y | -13.5% | +7.1% | -20.6% | -19.2% |
| 10Y | +72.2% | +89.1% | -16.9% | +8.7% |
| All | +72.2% | +86.1% | -13.9% | +8.7% |
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