-80.9%
FIG vs IYR
+7.9%
-88.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.1% | -3.1% |
| 7D | -14.5% | -0.9% | -13.5% | -14.3% |
| 30D | -13.3% | -2.4% | -11.0% | -13.0% |
| 3M | +7.4% | -2.0% | +9.4% | +8.0% |
| 6M | -27.8% | +2.5% | -30.3% | -28.6% |
| YTD | -41.1% | +8.3% | -49.4% | -41.7% |
| 1Y | -58.7% | +6.5% | -65.2% | -59.8% |
| All | -80.9% | +7.9% | -88.9% | -79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling