+213.7%
ICE vs IYR
+69.7%
+144.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.5% |
| 7D | -2.4% | -1.4% | -1.0% | -1.6% |
| 30D | +4.0% | -2.7% | +6.7% | +5.8% |
| 3M | +13.7% | -2.1% | +15.8% | +15.2% |
| 6M | +0.9% | +3.6% | -2.7% | -1.4% |
| YTD | -2.1% | +8.1% | -10.3% | -7.0% |
| 1Y | -9.5% | +4.7% | -14.2% | -12.3% |
| 3Y | +42.1% | +29.1% | +13.0% | +19.8% |
| 5Y | +41.4% | +6.9% | +34.5% | +33.1% |
| All | +213.7% | +69.7% | +144.0% | +133.3% |
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