+30.8%
IYR vs ALL
+150.3%
-119.5%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.5% |
| 7D | -0.4% | -1.7% | +1.3% | 0.0% |
| 30D | -2.5% | -4.7% | +2.2% | -1.5% |
| 3M | +1.5% | +18.4% | -16.9% | -2.9% |
| 6M | +3.9% | +20.5% | -16.6% | -1.2% |
| YTD | +9.5% | +23.5% | -14.0% | +3.4% |
| 1Y | +7.5% | +29.0% | -21.5% | 0.0% |
| 3Y | +30.8% | +153.7% | -122.9% | -1.7% |
| All | +30.8% | +150.3% | -119.5% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling