-3.5%
F vs IYR
+10.5%
-13.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -0.2% | +2.1% | -2.3% | -1.5% |
| 30D | +0.9% | +7.2% | -6.3% | -3.2% |
| 3M | -11.3% | +0.4% | -11.7% | -11.7% |
| 6M | +2.0% | +1.4% | +0.6% | +1.0% |
| YTD | -3.2% | +11.3% | -14.5% | -12.3% |
| 1Y | -3.5% | +10.5% | -13.9% | -11.6% |
| All | -3.5% | +10.5% | -13.9% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling