+13,503.3%
GOOGL vs IYR
+329.4%
+13,173.8%
-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% | 0.0% |
| 7D | +1.1% | -0.4% | +1.5% | +1.3% |
| 30D | -4.4% | -2.5% | -1.9% | -3.3% |
| 3M | -6.8% | +1.5% | -8.3% | -7.7% |
| 6M | +13.6% | +3.9% | +9.7% | +11.4% |
| YTD | +8.3% | +9.5% | -1.2% | +3.4% |
| 1Y | +44.9% | +7.5% | +37.5% | +39.5% |
| 3Y | +150.5% | +30.8% | +119.7% | +116.5% |
| 5Y | +137.7% | +4.8% | +132.9% | +128.9% |
| 10Y | +750.9% | +64.3% | +686.6% | +557.7% |
| All | +13,503.3% | +329.4% | +13,173.8% | +6,134.2% |
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