+3,800.0%
FIX vs IYR
+86.8%
+3,713.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.5% | +7.9% | +8.1% |
| 7D | -7.2% | +2.3% | -9.5% | -9.3% |
| 30D | -35.1% | +7.4% | -42.5% | -39.4% |
| 3M | -34.3% | -0.7% | -33.6% | -34.4% |
| 6M | -42.9% | +1.6% | -44.6% | -44.9% |
| YTD | +19.5% | +11.6% | +7.9% | +6.1% |
| 1Y | +16.8% | +10.5% | +6.3% | +4.6% |
| 3Y | +506.7% | +43.4% | +463.3% | +319.3% |
| 5Y | +1,046.7% | +6.8% | +1,039.9% | +939.8% |
| 10Y | +3,800.0% | +86.0% | +3,714.0% | +2,182.4% |
| All | +3,800.0% | +86.8% | +3,713.2% | +2,182.4% |
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