+606.9%
GEV vs IYR
+20.0%
+586.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -1.9% | -2.5% |
| 7D | -1.9% | -2.8% | +0.9% | -0.7% |
| 30D | -8.7% | -2.5% | -6.2% | -7.7% |
| 3M | +6.6% | -3.0% | +9.6% | +7.2% |
| 6M | +10.2% | +1.6% | +8.6% | +7.7% |
| YTD | +41.6% | +7.3% | +34.3% | +34.2% |
| 1Y | +43.9% | +5.6% | +38.3% | +37.4% |
| All | +606.9% | +20.0% | +586.9% | +512.9% |
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