+16.9%
HON vs IYR
+28.0%
-11.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.8% |
| 7D | -2.6% | -2.8% | +0.2% | -1.0% |
| 30D | -11.9% | -2.5% | -9.3% | -10.6% |
| 3M | -6.1% | -3.0% | -3.1% | -4.6% |
| 6M | -19.2% | +1.6% | -20.8% | -20.1% |
| YTD | +0.2% | +7.3% | -7.1% | -3.8% |
| 1Y | -1.5% | +5.6% | -7.1% | -4.7% |
| All | +16.9% | +28.0% | -11.1% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling