+683.6%
IYR vs BBY
+433.3%
+250.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.8% | +0.7% | -3.5% | -3.0% |
| 30D | -2.5% | +5.8% | -8.3% | -3.9% |
| 3M | -3.0% | +18.0% | -21.0% | -6.9% |
| 6M | +1.6% | +39.8% | -38.2% | -6.8% |
| YTD | +7.3% | +35.4% | -28.1% | -1.2% |
| 1Y | +5.6% | +21.4% | -15.8% | -0.6% |
| 3Y | +28.1% | +39.5% | -11.4% | +13.6% |
| 5Y | +6.1% | -0.5% | +6.6% | -0.8% |
| 10Y | +67.7% | +240.0% | -172.4% | +11.9% |
| All | +683.6% | +433.3% | +250.3% | +313.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling