+65.6%
IYR vs BB
-0.1%
+65.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.7% |
| 7D | -2.8% | -2.1% | -0.8% | -2.6% |
| 30D | -2.5% | -16.0% | +13.5% | -1.0% |
| 3M | -3.0% | -14.5% | +11.6% | -2.3% |
| 6M | +1.6% | +118.6% | -116.9% | -8.2% |
| YTD | +7.3% | +98.9% | -91.6% | -2.2% |
| 1Y | +5.6% | +99.5% | -93.9% | -4.2% |
| 3Y | +28.1% | +65.4% | -37.2% | +14.5% |
| 5Y | +6.1% | -27.6% | +33.7% | +0.3% |
| All | +65.6% | -0.1% | +65.8% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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