+4.8%
IYR vs ALL
+117.0%
-112.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.5% |
| 7D | -0.4% | -1.7% | +1.3% | +0.1% |
| 30D | -2.5% | -4.7% | +2.2% | -1.3% |
| 3M | +1.5% | +18.4% | -16.9% | -3.4% |
| 6M | +3.9% | +20.5% | -16.6% | -1.8% |
| YTD | +9.5% | +23.5% | -14.0% | +2.7% |
| 1Y | +7.5% | +29.0% | -21.5% | -0.7% |
| 3Y | +30.8% | +153.7% | -122.9% | -2.2% |
| 5Y | +4.8% | +114.8% | -110.0% | -18.3% |
| All | +4.8% | +117.0% | -112.2% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling