+25.9%
IWM vs IYR
+6.7%
+19.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.1% |
| 7D | -0.3% | -1.2% | +0.9% | +0.7% |
| 30D | +1.9% | +6.1% | -4.2% | -3.0% |
| 3M | -5.7% | +0.9% | -6.6% | -6.5% |
| 6M | -0.3% | +1.2% | -1.5% | -1.8% |
| YTD | +15.8% | +11.1% | +4.7% | +5.2% |
| 1Y | +17.1% | +9.0% | +8.1% | +8.2% |
| 3Y | +73.1% | +41.4% | +31.7% | +27.0% |
| 5Y | +25.9% | +6.7% | +19.2% | +17.8% |
| All | +25.9% | +6.7% | +19.1% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling