-49.4%
FIX vs IYR
+0.4%
-49.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.6% | +6.1% | +4.7% |
| 7D | -17.5% | +2.0% | -19.4% | -14.8% |
| 30D | -41.6% | +8.2% | -49.8% | -36.1% |
| 3M | -40.6% | -1.7% | -38.8% | -41.6% |
| 6M | -49.4% | -0.4% | -49.0% | -49.5% |
| All | -49.4% | +0.4% | -49.7% | -49.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling