+320.7%
IBM vs IYR
+713.1%
-392.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -1.5% | +2.1% | -3.6% | -2.4% |
| 30D | +8.4% | +7.2% | +1.2% | +5.3% |
| 3M | +4.2% | +0.4% | +3.8% | +4.0% |
| 6M | +7.9% | +1.4% | +6.5% | +7.2% |
| YTD | -15.2% | +11.3% | -26.5% | -19.0% |
| 1Y | -18.7% | +10.5% | -29.2% | -22.1% |
| 3Y | +79.2% | +41.7% | +37.5% | +54.2% |
| 5Y | +144.7% | +7.1% | +137.6% | +133.9% |
| 10Y | +141.6% | +89.1% | +52.5% | +83.6% |
| All | +320.7% | +713.1% | -392.4% | +54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling