+38.2%
IWM vs IYR
+4.2%
+34.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.5% |
| 7D | -1.1% | -0.9% | -0.2% | -0.4% |
| 30D | -3.1% | -2.4% | -0.8% | -1.3% |
| 3M | +2.2% | -2.0% | +4.2% | +3.5% |
| 6M | +15.1% | +2.5% | +12.6% | +12.1% |
| YTD | +18.6% | +8.3% | +10.3% | +10.1% |
| 1Y | +24.0% | +6.5% | +17.5% | +16.8% |
| 3Y | +63.7% | +29.3% | +34.4% | +29.6% |
| 5Y | +38.2% | +5.7% | +32.5% | +31.2% |
| All | +38.2% | +4.2% | +34.0% | +31.2% |
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