+66.9%
IYR vs BHP
+496.8%
-429.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -1.4% | -3.6% | +2.3% | -0.4% |
| 30D | -2.7% | -1.2% | -1.5% | -2.5% |
| 3M | -2.1% | +1.2% | -3.3% | -3.0% |
| 6M | +3.6% | +21.4% | -17.8% | -3.3% |
| YTD | +8.1% | +50.4% | -42.3% | -5.8% |
| 1Y | +4.7% | +67.5% | -62.8% | -12.0% |
| 3Y | +29.1% | +72.8% | -43.7% | +5.7% |
| 5Y | +6.9% | +112.6% | -105.7% | -20.4% |
| All | +66.9% | +496.8% | -429.9% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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