+700.6%
IYR vs ALL
+2,119.1%
-1,418.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | 0.0% |
| 7D | -1.2% | 0.0% | -1.3% | -1.3% |
| 30D | -2.9% | -1.5% | -1.4% | -2.4% |
| 3M | +0.8% | +23.6% | -22.8% | -10.3% |
| 6M | +1.9% | +22.3% | -20.5% | -9.2% |
| YTD | +9.6% | +26.5% | -16.9% | -4.4% |
| 1Y | +8.1% | +27.0% | -18.9% | -6.4% |
| 3Y | +29.2% | +149.6% | -120.4% | -24.1% |
| 5Y | +4.3% | +118.1% | -113.8% | -36.7% |
| 10Y | +64.7% | +369.0% | -304.3% | -37.0% |
| All | +700.6% | +2,119.1% | -1,418.5% | +66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling