-20.2%
IBM vs IYR
+8.9%
-29.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | -0.3% | -0.1% | -0.2% | -0.2% |
| 30D | +6.8% | +5.7% | +1.0% | +3.3% |
| 3M | +4.4% | -0.6% | +5.0% | +4.7% |
| 6M | +13.2% | +0.5% | +12.7% | +13.6% |
| YTD | -15.1% | +10.4% | -25.6% | -23.8% |
| 1Y | -20.2% | +9.2% | -29.4% | -27.4% |
| All | -20.2% | +8.9% | -29.1% | -27.4% |
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