+5.6%
IYR vs BEN
+43.6%
-38.0%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | -2.8% | +0.3% | -3.2% | -2.9% |
| 30D | -2.5% | +0.9% | -3.4% | -2.7% |
| 3M | -3.0% | +9.2% | -12.1% | -4.8% |
| 6M | +1.6% | +36.8% | -35.1% | -5.2% |
| YTD | +7.3% | +44.4% | -37.1% | -0.9% |
| 1Y | +5.6% | +45.8% | -40.2% | -2.8% |
| All | +5.6% | +43.6% | -38.0% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling