+948.1%
FIX vs IYR
+5.0%
+943.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.6% | +6.1% | +5.8% |
| 7D | -17.5% | +2.0% | -19.4% | -18.8% |
| 30D | -41.6% | +8.2% | -49.8% | -45.0% |
| 3M | -40.6% | -1.7% | -38.8% | -40.2% |
| 6M | -49.4% | -0.4% | -49.0% | -50.1% |
| YTD | +9.2% | +9.9% | -0.7% | -0.2% |
| 1Y | +6.5% | +10.4% | -4.0% | -3.1% |
| 3Y | +448.7% | +38.4% | +410.3% | +310.1% |
| All | +948.1% | +5.0% | +943.1% | +905.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling