+29.3%
IYR vs BB
+66.7%
-37.3%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.0% |
| 7D | -0.9% | +1.8% | -2.8% | -1.0% |
| 30D | -2.4% | -12.2% | +9.9% | -1.6% |
| 3M | -2.0% | -12.3% | +10.3% | -1.9% |
| 6M | +2.5% | +122.7% | -120.2% | -6.1% |
| YTD | +8.3% | +104.5% | -96.2% | 0.0% |
| 1Y | +6.5% | +106.7% | -100.2% | -2.3% |
| All | +29.3% | +66.7% | -37.3% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling