+382.5%
GLW vs IYR
+5.6%
+376.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.1% | +7.6% | +7.6% |
| 7D | +14.0% | -0.4% | +14.4% | +14.2% |
| 30D | +0.4% | -2.5% | +2.9% | +1.8% |
| 3M | -11.3% | +1.5% | -12.8% | -13.2% |
| 6M | +35.1% | +3.9% | +31.2% | +30.3% |
| YTD | +90.5% | +9.5% | +81.0% | +77.8% |
| 1Y | +132.0% | +7.5% | +124.6% | +118.9% |
| 3Y | +463.3% | +30.8% | +432.5% | +361.7% |
| 5Y | +382.5% | +4.8% | +377.7% | +345.1% |
| All | +382.5% | +5.6% | +376.9% | +345.1% |
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