+29.1%
IYR vs BBY
+42.8%
-13.7%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.3% |
| 7D | -1.4% | +0.6% | -1.9% | -1.5% |
| 30D | -2.7% | +9.4% | -12.1% | -4.3% |
| 3M | -2.1% | +19.3% | -21.5% | -5.3% |
| 6M | +3.6% | +47.9% | -44.3% | -4.0% |
| YTD | +8.1% | +39.6% | -31.4% | +1.1% |
| 1Y | +4.7% | +22.2% | -17.5% | +0.3% |
| 3Y | +29.1% | +45.0% | -15.9% | +11.3% |
| All | +29.1% | +42.8% | -13.7% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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