-55.8%
FIG vs IYR
+8.4%
-64.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.6% | -4.1% |
| 7D | -16.3% | -1.2% | -15.1% | -15.9% |
| 30D | -14.3% | -2.9% | -11.5% | -13.4% |
| 3M | +7.2% | +0.8% | +6.3% | +7.9% |
| 6M | -18.6% | +1.9% | -20.5% | -20.0% |
| YTD | -35.5% | +9.6% | -45.1% | -39.7% |
| 1Y | -55.8% | +8.1% | -63.9% | -58.8% |
| All | -55.8% | +8.4% | -64.2% | -58.8% |
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