+40.0%
ICE vs IYR
+4.5%
+35.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.1% |
| 7D | -5.3% | -2.8% | -2.5% | -3.6% |
| 30D | +3.0% | -2.5% | +5.5% | +4.7% |
| 3M | +11.4% | -3.0% | +14.4% | +13.5% |
| 6M | -2.0% | +1.6% | -3.7% | -3.3% |
| YTD | -3.1% | +7.3% | -10.4% | -7.6% |
| 1Y | -8.4% | +5.6% | -14.0% | -11.7% |
| 3Y | +40.7% | +28.1% | +12.6% | +18.6% |
| 5Y | +40.0% | +6.1% | +33.9% | +35.2% |
| All | +40.0% | +4.5% | +35.4% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling