+4.4%
GOOGL vs IYR
+12.4%
-8.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.1% | 0.0% | +2.6% |
| 7D | -11.1% | +6.9% | -18.0% | -12.1% |
| 30D | -16.6% | +10.2% | -26.8% | -18.6% |
| 3M | -23.4% | -0.3% | -23.1% | -22.5% |
| 6M | -24.5% | +3.6% | -28.1% | -25.0% |
| YTD | -7.5% | +12.5% | -20.0% | -10.4% |
| 1Y | +4.4% | +12.4% | -8.1% | +1.4% |
| All | +4.4% | +12.4% | -8.0% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling