+66.9%
IYR vs BG
+166.7%
-99.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.2% |
| 7D | -1.4% | +3.1% | -4.5% | -2.1% |
| 30D | -2.7% | +10.2% | -12.9% | -5.0% |
| 3M | -2.1% | -1.7% | -0.5% | -2.1% |
| 6M | +3.6% | +1.0% | +2.6% | +2.6% |
| YTD | +8.1% | +39.9% | -31.8% | -1.6% |
| 1Y | +4.7% | +53.2% | -48.5% | -7.3% |
| 3Y | +29.1% | +16.3% | +12.9% | +21.0% |
| 5Y | +6.9% | +83.9% | -76.9% | -14.6% |
| All | +66.9% | +166.7% | -99.7% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling