+690.9%
IYR vs BHP
+3,485.5%
-2,794.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -0.9% | +0.9% | -1.8% | -1.2% |
| 30D | -2.4% | +4.0% | -6.4% | -3.8% |
| 3M | -2.0% | +11.3% | -13.3% | -6.2% |
| 6M | +2.5% | +29.3% | -26.8% | -7.6% |
| YTD | +8.3% | +59.2% | -50.9% | -9.7% |
| 1Y | +6.5% | +80.8% | -74.4% | -15.4% |
| 3Y | +29.3% | +88.0% | -58.7% | -0.5% |
| 5Y | +5.7% | +126.6% | -121.0% | -26.6% |
| 10Y | +69.2% | +515.7% | -446.5% | -23.7% |
| All | +690.9% | +3,485.5% | -2,794.5% | +174.3% |
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