+72.4%
IBM vs IYR
+29.8%
+42.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +0.3% | -0.4% | +0.7% | +0.5% |
| 30D | -1.5% | -2.5% | +1.0% | -0.2% |
| 3M | -16.8% | +1.5% | -18.2% | -17.2% |
| 6M | -9.0% | +3.9% | -12.9% | -11.0% |
| YTD | -20.1% | +9.5% | -29.6% | -24.1% |
| 1Y | -7.0% | +7.5% | -14.5% | -10.8% |
| 3Y | +72.4% | +30.8% | +41.6% | +47.0% |
| All | +72.4% | +29.8% | +42.6% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling