+990.2%
IBKR vs IYR
+69.7%
+920.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.7% |
| 7D | -1.3% | -1.4% | 0.0% | -0.6% |
| 30D | -0.2% | -2.7% | +2.4% | +1.3% |
| 3M | +3.0% | -2.1% | +5.1% | +3.8% |
| 6M | +33.9% | +3.6% | +30.3% | +30.6% |
| YTD | +42.5% | +8.1% | +34.4% | +35.7% |
| 1Y | +44.9% | +4.7% | +40.1% | +40.4% |
| 3Y | +293.0% | +29.1% | +263.9% | +232.1% |
| 5Y | +497.7% | +6.9% | +490.7% | +463.0% |
| All | +990.2% | +69.7% | +920.5% | +680.2% |
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 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