+694.7%
IWM vs IYR
+700.6%
-5.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.8% |
| 7D | +0.1% | -1.2% | +1.3% | +0.9% |
| 30D | -1.3% | -2.9% | +1.6% | +0.6% |
| 3M | +1.6% | +0.8% | +0.8% | +0.7% |
| 6M | +13.6% | +1.9% | +11.7% | +11.8% |
| YTD | +20.8% | +9.6% | +11.1% | +13.2% |
| 1Y | +26.4% | +8.1% | +18.3% | +19.6% |
| 3Y | +60.7% | +29.2% | +31.5% | +35.0% |
| 5Y | +38.2% | +4.3% | +33.9% | +33.7% |
| 10Y | +169.5% | +64.7% | +104.8% | +93.7% |
| All | +694.7% | +700.6% | -5.8% | +91.4% |
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