+700.6%
IYR vs BEN
+646.3%
+54.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -2.4% |
| 7D | -1.2% | +0.2% | -1.5% | -1.4% |
| 30D | -2.9% | -0.5% | -2.3% | -2.7% |
| 3M | +0.8% | +9.7% | -8.9% | -4.0% |
| 6M | +1.9% | +33.9% | -32.1% | -12.4% |
| YTD | +9.6% | +49.0% | -39.4% | -10.8% |
| 1Y | +8.1% | +42.1% | -34.0% | -10.5% |
| 3Y | +29.2% | +51.9% | -22.7% | -0.1% |
| 5Y | +4.3% | +39.0% | -34.8% | -19.2% |
| 10Y | +64.7% | +57.9% | +6.8% | +4.5% |
| All | +700.6% | +646.3% | +54.3% | +211.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling