+546.4%
IYR vs BG
+1,181.2%
-634.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -0.9% | +0.5% | -1.4% | -1.1% |
| 30D | -2.4% | +10.3% | -12.7% | -5.2% |
| 3M | -2.0% | -1.9% | -0.1% | -2.0% |
| 6M | +2.5% | +5.2% | -2.8% | 0.0% |
| YTD | +8.3% | +41.2% | -32.9% | -3.1% |
| 1Y | +6.5% | +50.5% | -44.1% | -6.9% |
| 3Y | +29.3% | +19.9% | +9.4% | +18.5% |
| 5Y | +5.7% | +86.7% | -81.0% | -17.4% |
| 10Y | +69.2% | +167.5% | -98.3% | +10.8% |
| All | +546.4% | +1,181.2% | -634.8% | +253.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling