+41.1%
HPQ vs IYR
+4.5%
+36.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +2.0% | +1.7% |
| 7D | +3.5% | -2.8% | +6.3% | +5.5% |
| 30D | +13.7% | -2.5% | +16.2% | +15.7% |
| 3M | +33.9% | -3.0% | +36.8% | +36.8% |
| 6M | +80.9% | +1.6% | +79.3% | +78.0% |
| YTD | +52.6% | +7.3% | +45.3% | +44.2% |
| 1Y | +21.2% | +5.6% | +15.6% | +15.9% |
| 3Y | +26.9% | +28.1% | -1.2% | +4.2% |
| 5Y | +41.1% | +6.1% | +35.0% | +36.2% |
| All | +41.1% | +4.5% | +36.6% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling