+5.7%
IYR vs BEN
+40.0%
-34.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.6% |
| 7D | -0.9% | +3.4% | -4.3% | -2.0% |
| 30D | -2.4% | +1.8% | -4.2% | -3.0% |
| 3M | -2.0% | +8.4% | -10.4% | -5.0% |
| 6M | +2.5% | +35.6% | -33.2% | -8.4% |
| YTD | +8.3% | +46.4% | -38.1% | -6.1% |
| 1Y | +6.5% | +46.3% | -39.9% | -7.9% |
| 3Y | +29.3% | +54.6% | -25.3% | +7.0% |
| 5Y | +5.7% | +39.4% | -33.7% | -13.1% |
| All | +5.7% | +40.0% | -34.3% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling