+649.5%
IWM vs IYR
+706.4%
-56.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.2% |
| 7D | +2.8% | -0.1% | +2.9% | +2.8% |
| 30D | +0.6% | +5.7% | -5.1% | -3.0% |
| 3M | -7.8% | -0.6% | -7.2% | -7.5% |
| 6M | -1.0% | +0.5% | -1.5% | -1.7% |
| YTD | +13.9% | +10.4% | +3.5% | +6.2% |
| 1Y | +15.4% | +9.2% | +6.3% | +8.5% |
| 3Y | +70.2% | +40.5% | +29.7% | +35.4% |
| 5Y | +23.7% | +5.9% | +17.7% | +18.5% |
| 10Y | +147.8% | +86.5% | +61.3% | +65.0% |
| All | +649.5% | +706.4% | -56.9% | +79.5% |
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