+69.2%
IYR vs ALL
+359.1%
-289.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | -0.9% | -2.2% | +1.3% | 0.0% |
| 30D | -2.4% | -5.6% | +3.2% | -0.1% |
| 3M | -2.0% | +17.2% | -19.3% | -8.8% |
| 6M | +2.5% | +23.2% | -20.8% | -6.8% |
| YTD | +8.3% | +23.6% | -15.3% | -2.0% |
| 1Y | +6.5% | +29.2% | -22.7% | -5.9% |
| 3Y | +29.3% | +153.8% | -124.5% | -18.3% |
| 5Y | +5.7% | +116.1% | -110.4% | -30.3% |
| 10Y | +69.2% | +364.8% | -295.6% | -18.1% |
| All | +69.2% | +359.1% | -289.8% | -18.1% |
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