-13.3%
IBM vs IYR
+12.4%
-25.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | 0.0% |
| 7D | +0.4% | +6.9% | -6.5% | -3.2% |
| 30D | +14.8% | +10.2% | +4.5% | +8.6% |
| 3M | +8.9% | -0.3% | +9.2% | +9.1% |
| 6M | +12.4% | +3.6% | +8.8% | +10.6% |
| YTD | -12.4% | +12.5% | -24.9% | -20.3% |
| 1Y | -13.3% | +12.4% | -25.7% | -21.1% |
| All | -13.3% | +12.4% | -25.7% | -21.1% |
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