+243.8%
HPQ vs IYR
+69.7%
+174.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.8% | +7.6% | +7.8% |
| 7D | +9.8% | -1.4% | +11.1% | +10.9% |
| 30D | +22.4% | -2.7% | +25.0% | +24.9% |
| 3M | +45.2% | -2.1% | +47.3% | +47.7% |
| 6M | +96.4% | +3.6% | +92.8% | +90.2% |
| YTD | +65.4% | +8.1% | +57.3% | +54.8% |
| 1Y | +31.6% | +4.7% | +26.9% | +26.3% |
| 3Y | +37.0% | +29.1% | +7.9% | +10.1% |
| 5Y | +53.0% | +6.9% | +46.1% | +42.0% |
| All | +243.8% | +69.7% | +174.1% | +121.9% |
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