+278.2%
GE vs IYR
+42.5%
+235.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.6% |
| 7D | +4.0% | -1.2% | +5.2% | +4.8% |
| 30D | +11.1% | +6.1% | +5.0% | +7.3% |
| 3M | -6.7% | +0.9% | -7.7% | -7.3% |
| 6M | +14.3% | +1.2% | +13.1% | +13.1% |
| YTD | +11.7% | +11.1% | +0.6% | +5.1% |
| 1Y | +10.9% | +9.0% | +1.9% | +5.4% |
| All | +278.2% | +42.5% | +235.7% | +232.7% |
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