+707.1%
IYR vs BAX
+130.3%
+576.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +6.6% | +4.1% | +2.5% | +4.9% |
| 3M | -1.8% | -4.5% | +2.7% | -0.9% |
| 6M | +1.4% | +49.2% | -47.8% | -11.3% |
| YTD | +10.5% | +35.2% | -24.7% | -1.9% |
| 1Y | +10.6% | +38.3% | -27.7% | -2.7% |
| 3Y | +41.8% | -19.0% | +60.9% | +42.5% |
| 5Y | +6.0% | -64.2% | +70.2% | +36.5% |
| 10Y | +86.7% | -35.7% | +122.4% | +94.8% |
| All | +707.1% | +130.3% | +576.8% | +551.0% |
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