+132.3%
HON vs IYR
+69.7%
+62.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.5% |
| 7D | -3.5% | -1.4% | -2.1% | -2.5% |
| 30D | -13.8% | -2.7% | -11.1% | -12.2% |
| 3M | -11.7% | -2.1% | -9.5% | -10.5% |
| 6M | -18.7% | +3.6% | -22.3% | -20.9% |
| YTD | +0.2% | +8.1% | -7.9% | -5.2% |
| 1Y | -3.1% | +4.7% | -7.8% | -6.4% |
| 3Y | +17.0% | +29.1% | -12.1% | -4.1% |
| 5Y | +2.0% | +6.9% | -4.9% | -5.2% |
| All | +132.3% | +69.7% | +62.6% | +57.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling