+140.8%
IEMG vs IYR
+69.7%
+71.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.8% |
| 7D | -1.3% | -1.4% | +0.1% | -0.6% |
| 30D | +1.9% | -2.7% | +4.6% | +3.3% |
| 3M | +1.4% | -2.1% | +3.5% | +2.2% |
| 6M | +15.2% | +3.6% | +11.6% | +12.4% |
| YTD | +23.8% | +8.1% | +15.7% | +18.1% |
| 1Y | +30.7% | +4.7% | +25.9% | +26.6% |
| 3Y | +83.3% | +29.1% | +54.2% | +56.4% |
| 5Y | +48.8% | +6.9% | +41.8% | +39.3% |
| All | +140.8% | +69.7% | +71.1% | +67.6% |
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 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