+211.0%
INTU vs IYR
+65.1%
+145.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.4% | -0.7% |
| 7D | -8.5% | -0.9% | -7.5% | -7.8% |
| 30D | -6.1% | -2.4% | -3.8% | -4.2% |
| 3M | +7.3% | -2.0% | +9.3% | +9.4% |
| 6M | -33.2% | +2.5% | -35.7% | -35.0% |
| YTD | -52.2% | +8.3% | -60.5% | -55.7% |
| 1Y | -52.7% | +6.5% | -59.1% | -55.6% |
| 3Y | -41.6% | +29.3% | -70.9% | -54.7% |
| 5Y | -42.6% | +5.7% | -48.3% | -46.2% |
| 10Y | +211.0% | +69.2% | +141.8% | +101.0% |
| All | +211.0% | +65.1% | +145.9% | +101.0% |
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