-83.6%
FIG vs IYR
+10.7%
-94.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | -14.3% | -1.2% | -13.1% | -13.7% |
| 30D | -13.6% | +6.1% | -19.7% | -14.7% |
| 3M | -23.7% | +0.9% | -24.7% | -24.0% |
| 6M | -5.4% | +1.2% | -6.6% | -4.9% |
| YTD | -49.2% | +11.1% | -60.4% | -50.1% |
| 1Y | -57.4% | +9.0% | -66.3% | -58.4% |
| All | -83.6% | +10.7% | -94.3% | -82.7% |
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