+6.1%
IYR vs BHP
+112.0%
-105.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.3% | +4.4% | +0.2% |
| 7D | -2.8% | -3.7% | +0.9% | -2.0% |
| 30D | -2.5% | -0.8% | -1.7% | -2.5% |
| 3M | -3.0% | +7.6% | -10.6% | -5.0% |
| 6M | +1.6% | +20.8% | -19.2% | -3.9% |
| YTD | +7.3% | +50.8% | -43.5% | -4.5% |
| 1Y | +5.6% | +70.9% | -65.3% | -9.3% |
| 3Y | +28.1% | +78.0% | -49.9% | +7.1% |
| 5Y | +6.1% | +113.1% | -107.0% | -15.5% |
| All | +6.1% | +112.0% | -105.9% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling