+142.9%
HOOD vs IYR
+10.2%
+132.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.2% |
| 7D | -3.2% | -1.2% | -2.0% | -1.7% |
| 30D | -22.6% | +6.1% | -28.7% | -27.8% |
| 3M | -10.4% | +0.9% | -11.3% | -11.2% |
| 6M | +4.7% | +1.2% | +3.5% | +1.8% |
| YTD | -25.2% | +11.1% | -36.3% | -34.8% |
| 1Y | -35.9% | +9.0% | -44.9% | -42.8% |
| 3Y | +927.7% | +41.4% | +886.3% | +560.9% |
| 5Y | +147.5% | +6.7% | +140.9% | +127.1% |
| All | +142.9% | +10.2% | +132.7% | +187.8% |
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