+890.0%
HON vs IYR
+699.9%
+190.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -0.8% | -0.4% | -0.4% | -0.6% |
| 30D | -15.2% | -2.5% | -12.6% | -14.0% |
| 3M | -6.0% | +1.5% | -7.4% | -6.8% |
| 6M | -14.9% | +3.9% | -18.8% | -16.8% |
| YTD | +3.2% | +9.5% | -6.4% | -2.0% |
| 1Y | 0.0% | +7.5% | -7.4% | -4.1% |
| 3Y | +21.5% | +30.8% | -9.3% | +3.5% |
| 5Y | +4.0% | +4.8% | -0.7% | -0.5% |
| 10Y | +138.4% | +64.3% | +74.0% | +77.7% |
| All | +890.0% | +699.9% | +190.1% | +145.0% |
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