+231.1%
HOOD vs IYR
+7.4%
+223.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.6% | -0.4% |
| 7D | +7.7% | -0.9% | +8.7% | +9.1% |
| 30D | +22.0% | -2.4% | +24.3% | +25.7% |
| 3M | +37.6% | -2.0% | +39.6% | +39.5% |
| 6M | +45.3% | +2.5% | +42.8% | +39.4% |
| YTD | +1.9% | +8.3% | -6.4% | -8.4% |
| 1Y | -2.7% | +6.5% | -9.2% | -10.8% |
| 3Y | +973.4% | +29.3% | +944.0% | +671.6% |
| 5Y | +179.3% | +5.7% | +173.6% | +155.3% |
| All | +231.1% | +7.4% | +223.6% | +304.6% |
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