+6.5%
IYR vs BDX
-2.2%
+8.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.5% |
| 7D | -1.4% | -3.2% | +1.8% | -0.4% |
| 30D | -2.7% | -2.5% | -0.1% | -1.9% |
| 3M | -2.1% | +21.4% | -23.5% | -8.4% |
| 6M | +3.6% | +10.4% | -6.8% | -0.2% |
| YTD | +8.1% | +18.8% | -10.7% | +1.3% |
| 1Y | +4.7% | +21.7% | -17.0% | -2.9% |
| 3Y | +29.1% | -10.0% | +39.1% | +33.0% |
| All | +6.5% | -2.2% | +8.7% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 5y: compounded portfolio wealth divided by compounded BDX 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…
5y analysis · Full analysis span regression · 6 months rolling