+5.9%
IYR vs BAX
-64.3%
+70.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.2% |
| 7D | -0.1% | +0.4% | -0.5% | -0.2% |
| 30D | +5.7% | +3.4% | +2.3% | +4.8% |
| 3M | -0.6% | -4.5% | +3.9% | 0.0% |
| 6M | +0.5% | +44.0% | -43.5% | -7.5% |
| YTD | +10.4% | +34.9% | -24.5% | +1.8% |
| 1Y | +9.2% | +37.9% | -28.7% | +0.1% |
| 3Y | +40.5% | -17.1% | +57.6% | +41.5% |
| 5Y | +5.9% | -64.3% | +70.2% | +30.9% |
| All | +5.9% | -64.3% | +70.3% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling