+29.0%
F vs IYR
+702.4%
-673.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.3% |
| 7D | +1.6% | +2.0% | -0.4% | +0.2% |
| 30D | +2.6% | +8.2% | -5.6% | -3.0% |
| 3M | -8.8% | -1.7% | -7.1% | -7.7% |
| 6M | +4.6% | -0.4% | +5.0% | +4.5% |
| YTD | -1.9% | +9.9% | -11.8% | -8.6% |
| 1Y | -0.8% | +10.4% | -11.2% | -7.9% |
| 3Y | +43.5% | +38.4% | +5.0% | +13.7% |
| 5Y | -12.1% | +5.2% | -17.3% | -14.2% |
| 10Y | +83.6% | +83.8% | -0.2% | +22.2% |
| All | +29.0% | +702.4% | -673.4% | -74.0% |
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