+448.7%
FIX vs IYR
+36.6%
+412.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.6% | +6.1% | +5.7% |
| 7D | -17.5% | +2.0% | -19.4% | -18.4% |
| 30D | -41.6% | +8.2% | -49.8% | -44.2% |
| 3M | -40.6% | -1.7% | -38.8% | -40.1% |
| 6M | -49.4% | -0.4% | -49.0% | -49.9% |
| YTD | +9.2% | +9.9% | -0.7% | +0.9% |
| 1Y | +6.5% | +10.4% | -4.0% | -2.0% |
| 3Y | +448.7% | +38.4% | +410.3% | +311.5% |
| All | +448.7% | +36.6% | +412.1% | +311.5% |
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