+130.7%
FIX vs IYR
+8.1%
+122.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +6.1% | -0.4% | +6.4% | +6.1% |
| 30D | -2.7% | -2.5% | -0.1% | -2.6% |
| 3M | -10.9% | +1.5% | -12.4% | -13.4% |
| 6M | +29.0% | +3.9% | +25.1% | +22.0% |
| YTD | +76.9% | +9.5% | +67.4% | +66.7% |
| 1Y | +130.7% | +7.5% | +123.3% | +119.6% |
| All | +130.7% | +8.1% | +122.6% | +119.6% |
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