+690.9%
IYR vs BDX
+1,179.9%
-488.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.5% |
| 7D | -0.9% | -3.6% | +2.6% | +0.3% |
| 30D | -2.4% | +0.7% | -3.0% | -2.7% |
| 3M | -2.0% | +19.0% | -21.0% | -8.2% |
| 6M | +2.5% | +10.8% | -8.3% | -1.8% |
| YTD | +8.3% | +20.1% | -11.8% | +0.6% |
| 1Y | +6.5% | +23.1% | -16.6% | -2.2% |
| 3Y | +29.3% | -8.8% | +38.1% | +30.0% |
| 5Y | +5.7% | -1.4% | +7.1% | +2.4% |
| 10Y | +69.2% | +60.5% | +8.7% | +32.8% |
| All | +690.9% | +1,179.9% | -488.9% | +289.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling