+212.3%
IEFA vs IYR
+144.7%
+67.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | +0.1% | -0.4% |
| 7D | -0.5% | -0.9% | +0.5% | +0.1% |
| 30D | -1.1% | -2.4% | +1.3% | +0.2% |
| 3M | +5.1% | -2.0% | +7.1% | +6.0% |
| 6M | +9.3% | +2.5% | +6.8% | +7.5% |
| YTD | +13.0% | +8.3% | +4.6% | +7.5% |
| 1Y | +19.2% | +6.5% | +12.7% | +14.5% |
| 3Y | +67.0% | +29.3% | +37.7% | +41.8% |
| 5Y | +51.1% | +5.7% | +45.4% | +42.9% |
| 10Y | +146.5% | +69.2% | +77.3% | +71.8% |
| All | +212.3% | +144.7% | +67.6% | +72.6% |
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