+10.6%
IBKR vs IYR
+12.4%
-1.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | -0.6% |
| 7D | -6.8% | +6.9% | -13.7% | -9.2% |
| 30D | -12.5% | +10.2% | -22.8% | -16.1% |
| 3M | -12.0% | -0.3% | -11.7% | -12.1% |
| 6M | -4.5% | +3.6% | -8.1% | -7.3% |
| YTD | +21.5% | +12.5% | +9.0% | +7.4% |
| 1Y | +10.6% | +12.4% | -1.8% | -2.5% |
| All | +10.6% | +12.4% | -1.8% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling