-79.9%
FIG vs IYR
+7.8%
-87.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.6% |
| 7D | -3.8% | -1.4% | -2.5% | -3.6% |
| 30D | -2.3% | -2.7% | +0.4% | -1.9% |
| 3M | +20.0% | -2.1% | +22.1% | +20.7% |
| 6M | -16.7% | +3.6% | -20.3% | -17.6% |
| YTD | -37.9% | +8.1% | -46.1% | -38.6% |
| 1Y | -58.5% | +4.7% | -63.3% | -59.9% |
| All | -79.9% | +7.8% | -87.7% | -78.8% |
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 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