+2,316.3%
ICE vs IYR
+239.2%
+2,077.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.5% |
| 7D | -0.7% | -1.2% | +0.6% | +0.3% |
| 30D | +7.6% | -2.9% | +10.5% | +10.0% |
| 3M | +13.9% | +0.8% | +13.1% | +13.2% |
| 6M | -2.4% | +1.9% | -4.2% | -4.0% |
| YTD | +0.3% | +9.6% | -9.4% | -6.7% |
| 1Y | -6.4% | +8.1% | -14.5% | -12.0% |
| 3Y | +43.1% | +29.2% | +13.9% | +16.0% |
| 5Y | +42.1% | +4.3% | +37.8% | +33.6% |
| 10Y | +220.9% | +64.7% | +156.2% | +102.3% |
| All | +2,316.3% | +239.2% | +2,077.1% | +741.2% |
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 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