+5.7%
IYR vs A
-16.2%
+21.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.7% |
| 7D | -0.9% | -4.4% | +3.5% | +0.4% |
| 30D | -2.4% | -2.7% | +0.3% | -1.7% |
| 3M | -2.0% | +7.0% | -9.1% | -4.4% |
| 6M | +2.5% | +24.6% | -22.1% | -5.5% |
| YTD | +8.3% | +7.0% | +1.3% | +4.9% |
| 1Y | +6.5% | +15.6% | -9.1% | -0.1% |
| 3Y | +29.3% | +29.9% | -0.6% | +12.1% |
| 5Y | +5.7% | -15.4% | +21.1% | +0.6% |
| All | +5.7% | -16.2% | +21.9% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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