+66.9%
IYR vs BIIB
-26.2%
+93.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -1.4% | -1.7% | +0.3% | -1.2% |
| 30D | -2.7% | +4.0% | -6.6% | -3.2% |
| 3M | -2.1% | +8.6% | -10.7% | -3.4% |
| 6M | +3.6% | +14.0% | -10.4% | +1.3% |
| YTD | +8.1% | +23.4% | -15.3% | +4.4% |
| 1Y | +4.7% | +45.9% | -41.2% | -1.4% |
| 3Y | +29.1% | -16.1% | +45.3% | +29.7% |
| 5Y | +6.9% | -27.6% | +34.5% | +7.8% |
| All | +66.9% | -26.2% | +93.1% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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