+250.7%
HOOD vs IYR
+8.7%
+242.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.2% |
| 7D | +17.1% | -1.2% | +18.4% | +19.0% |
| 30D | +31.6% | -2.9% | +34.4% | +36.3% |
| 3M | +38.2% | +0.8% | +37.4% | +35.0% |
| 6M | +48.5% | +1.9% | +46.7% | +43.8% |
| YTD | +8.0% | +9.6% | -1.7% | -4.3% |
| 1Y | +18.7% | +8.1% | +10.6% | +6.6% |
| 3Y | +999.1% | +29.2% | +969.9% | +692.3% |
| 5Y | +181.7% | +4.3% | +177.4% | +122.7% |
| All | +250.7% | +8.7% | +242.0% | +322.5% |
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