+700.6%
IYR vs BAX
+130.5%
+570.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | -1.2% | -1.1% | -0.1% | -0.9% |
| 30D | -2.9% | -5.5% | +2.6% | -1.3% |
| 3M | +0.8% | +33.5% | -32.7% | -8.3% |
| 6M | +1.9% | +35.9% | -34.0% | -8.4% |
| YTD | +9.6% | +35.4% | -25.7% | -2.3% |
| 1Y | +8.1% | +9.8% | -1.7% | +2.0% |
| 3Y | +29.2% | -32.7% | +61.9% | +38.0% |
| 5Y | +4.3% | -65.6% | +69.8% | +36.5% |
| 10Y | +64.7% | -34.9% | +99.6% | +71.8% |
| All | +700.6% | +130.5% | +570.1% | +548.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling