+643.2%
GEV vs IYR
+22.5%
+620.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.2% |
| 7D | +8.1% | -0.4% | +8.5% | +8.3% |
| 30D | -1.9% | -2.5% | +0.6% | -0.9% |
| 3M | +4.1% | +1.5% | +2.6% | +2.3% |
| 6M | +23.2% | +3.9% | +19.4% | +19.3% |
| YTD | +48.9% | +9.5% | +39.4% | +39.9% |
| 1Y | +62.2% | +7.5% | +54.7% | +53.9% |
| All | +643.2% | +22.5% | +620.7% | +538.8% |
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