+1,923.0%
INTU vs IYR
+707.1%
+1,215.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | +0.1% | +0.6% | -0.5% | -0.3% |
| 30D | +10.1% | +6.6% | +3.5% | +6.5% |
| 3M | -4.2% | -1.8% | -2.4% | -3.2% |
| 6M | -7.2% | +1.4% | -8.7% | -8.0% |
| YTD | -47.7% | +10.5% | -58.2% | -50.7% |
| 1Y | -46.7% | +10.6% | -57.3% | -49.8% |
| 3Y | -34.1% | +41.8% | -75.9% | -46.1% |
| 5Y | -43.3% | +6.0% | -49.3% | -45.0% |
| 10Y | +232.6% | +86.7% | +145.9% | +145.3% |
| All | +1,923.0% | +707.1% | +1,215.9% | +496.8% |
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