+13,447.0%
GOOG vs IYR
+329.4%
+13,117.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +1.1% | -0.4% | +1.5% | +1.3% |
| 30D | -5.1% | -2.5% | -2.5% | -3.9% |
| 3M | -7.1% | +1.5% | -8.5% | -8.0% |
| 6M | +12.7% | +3.9% | +8.8% | +10.5% |
| YTD | +7.1% | +9.5% | -2.4% | +2.2% |
| 1Y | +43.6% | +7.5% | +36.1% | +38.2% |
| 3Y | +146.8% | +30.8% | +116.0% | +113.4% |
| 5Y | +133.7% | +4.8% | +128.9% | +125.1% |
| 10Y | +773.3% | +64.3% | +709.0% | +575.1% |
| All | +13,447.0% | +329.4% | +13,117.5% | +6,108.2% |
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