+88.1%
IYR vs ALL
+369.3%
-281.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -1.4% |
| 7D | +2.1% | -0.1% | +2.2% | +2.1% |
| 30D | +7.2% | +13.8% | -6.7% | +1.5% |
| 3M | +0.4% | -2.8% | +3.1% | +1.2% |
| 6M | +1.4% | +23.7% | -22.2% | -8.0% |
| YTD | +11.3% | +27.3% | -15.9% | -0.8% |
| 1Y | +10.5% | +30.5% | -20.1% | -2.7% |
| 3Y | +41.7% | +113.0% | -71.3% | -2.7% |
| 5Y | +7.1% | +157.6% | -150.5% | -35.7% |
| All | +88.1% | +369.3% | -281.2% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…
10y analysis · Full analysis span regression · 6 months rolling