+707.1%
IYR vs BHP
+2,989.5%
-2,282.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.5% |
| 7D | +0.6% | -0.5% | +1.1% | +0.7% |
| 30D | +6.6% | -4.5% | +11.1% | +8.0% |
| 3M | -1.8% | -6.9% | +5.1% | +0.2% |
| 6M | +1.4% | -10.6% | +12.0% | +3.9% |
| YTD | +10.5% | +37.2% | -26.7% | -3.3% |
| 1Y | +10.6% | +48.0% | -37.4% | -5.9% |
| 3Y | +41.8% | +52.6% | -10.7% | +16.9% |
| 5Y | +6.0% | +116.5% | -110.4% | -25.3% |
| 10Y | +86.7% | +334.9% | -248.3% | -4.8% |
| All | +707.1% | +2,989.5% | -2,282.4% | +193.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling