+6.9%
IYR vs ALL
+157.5%
-150.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -1.0% |
| 7D | +2.1% | -0.1% | +2.2% | +2.1% |
| 30D | +7.2% | +13.8% | -6.7% | +3.5% |
| 3M | +0.4% | -2.8% | +3.1% | +0.9% |
| 6M | +1.4% | +23.7% | -22.2% | -4.8% |
| YTD | +11.3% | +27.3% | -15.9% | +3.4% |
| 1Y | +10.5% | +30.5% | -20.1% | +1.8% |
| 3Y | +41.7% | +113.0% | -71.3% | +11.5% |
| All | +6.9% | +157.5% | -150.7% | -21.0% |
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