+123.6%
HOOD vs IYR
+9.6%
+114.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.4% |
| 7D | -3.8% | +0.6% | -4.4% | -4.4% |
| 30D | -23.0% | +6.6% | -29.5% | -28.6% |
| 3M | -21.6% | -1.8% | -19.8% | -19.9% |
| 6M | +1.4% | +1.4% | 0.0% | -1.7% |
| YTD | -31.2% | +10.5% | -41.7% | -39.6% |
| 1Y | -35.9% | +10.6% | -46.6% | -43.9% |
| 3Y | +836.9% | +41.8% | +795.1% | +500.3% |
| 5Y | +121.1% | +6.0% | +115.1% | +104.1% |
| All | +123.6% | +9.6% | +114.0% | +166.7% |
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