+713.1%
IYR vs ALL
+2,132.3%
-1,419.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -1.7% |
| 7D | +2.1% | -0.1% | +2.2% | +2.1% |
| 30D | +7.2% | +13.8% | -6.7% | +0.1% |
| 3M | +0.4% | -2.8% | +3.1% | +1.3% |
| 6M | +1.4% | +23.7% | -22.2% | -10.2% |
| YTD | +11.3% | +27.3% | -15.9% | -3.6% |
| 1Y | +10.5% | +30.5% | -20.1% | -5.7% |
| 3Y | +41.7% | +113.0% | -71.3% | -9.5% |
| 5Y | +7.1% | +157.6% | -150.5% | -40.8% |
| 10Y | +89.1% | +368.4% | -279.3% | -27.8% |
| All | +713.1% | +2,132.3% | -1,419.2% | +68.3% |
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 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