+647.1%
IWM vs IYR
+707.1%
-60.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +1.4% | +0.6% | +0.8% | +1.0% |
| 30D | +2.3% | +6.6% | -4.3% | -2.0% |
| 3M | -8.3% | -1.8% | -6.5% | -7.3% |
| 6M | -1.3% | +1.4% | -2.8% | -2.6% |
| YTD | +13.5% | +10.5% | +3.0% | +5.8% |
| 1Y | +18.4% | +10.6% | +7.8% | +10.3% |
| 3Y | +69.6% | +41.8% | +27.8% | +34.1% |
| 5Y | +23.3% | +6.0% | +17.2% | +18.0% |
| 10Y | +147.0% | +86.7% | +60.3% | +64.4% |
| All | +647.1% | +707.1% | -60.1% | +78.8% |
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