+65.6%
IYR vs BAX
-37.2%
+102.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.7% |
| 7D | -2.8% | -5.4% | +2.6% | -1.4% |
| 30D | -2.5% | -12.4% | +9.9% | +1.0% |
| 3M | -3.0% | +19.1% | -22.1% | -8.2% |
| 6M | +1.6% | +38.6% | -37.0% | -8.2% |
| YTD | +7.3% | +26.7% | -19.4% | -1.8% |
| 1Y | +5.6% | +1.0% | +4.6% | +2.8% |
| 3Y | +28.1% | -33.9% | +62.0% | +37.9% |
| 5Y | +6.1% | -67.0% | +73.1% | +44.9% |
| All | +65.6% | -37.2% | +102.8% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling