+163.4%
GE vs IYR
+711.5%
-548.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.6% |
| 7D | +4.0% | -1.2% | +5.2% | +4.9% |
| 30D | +11.1% | +6.1% | +5.0% | +6.8% |
| 3M | -6.7% | +0.9% | -7.7% | -7.4% |
| 6M | +14.3% | +1.2% | +13.1% | +13.1% |
| YTD | +11.7% | +11.1% | +0.6% | +4.2% |
| 1Y | +10.9% | +9.0% | +1.9% | +4.7% |
| 3Y | +279.0% | +41.4% | +237.6% | +198.5% |
| 5Y | +427.0% | +6.7% | +420.3% | +395.2% |
| 10Y | +158.6% | +87.7% | +70.9% | +70.7% |
| All | +163.4% | +711.5% | -548.1% | -51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling