+6.5%
GOOGL vs IYR
+9.7%
-3.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +3.9% | +0.6% | +3.3% | +3.7% |
| 30D | -14.9% | +6.6% | -21.5% | -16.1% |
| 3M | -14.6% | -1.8% | -12.7% | -13.2% |
| 6M | -26.4% | +1.4% | -27.9% | -26.5% |
| YTD | -5.3% | +10.5% | -15.8% | -7.8% |
| 1Y | +6.5% | +10.6% | -4.2% | +3.7% |
| All | +6.5% | +9.7% | -3.3% | +3.7% |
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