+777.0%
FIX vs IYR
+29.6%
+747.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.3% |
| 7D | +6.0% | -1.2% | +7.3% | +6.7% |
| 30D | -7.2% | -2.9% | -4.4% | -5.8% |
| 3M | -15.9% | +0.8% | -16.7% | -17.3% |
| 6M | +12.7% | +1.9% | +10.9% | +10.0% |
| YTD | +72.8% | +9.6% | +63.2% | +60.6% |
| 1Y | +122.9% | +8.1% | +114.8% | +108.7% |
| All | +777.0% | +29.6% | +747.3% | +631.8% |
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