+101.1%
GOOGL vs IYR
+6.0%
+95.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +3.9% | +0.6% | +3.3% | +3.5% |
| 30D | -14.9% | +6.6% | -21.5% | -18.2% |
| 3M | -14.6% | -1.8% | -12.7% | -13.8% |
| 6M | -26.4% | +1.4% | -27.9% | -27.5% |
| YTD | -5.3% | +10.5% | -15.8% | -11.5% |
| 1Y | +6.5% | +10.6% | -4.2% | -0.6% |
| 3Y | +126.0% | +41.8% | +84.2% | +71.1% |
| All | +101.1% | +6.0% | +95.1% | +98.6% |
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