+66.9%
IYR vs BLDR
+383.3%
-316.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.3% |
| 7D | -1.4% | -8.2% | +6.9% | +0.4% |
| 30D | -2.7% | -16.6% | +14.0% | +0.9% |
| 3M | -2.1% | -23.2% | +21.0% | +2.5% |
| 6M | +3.6% | -33.7% | +37.3% | +11.3% |
| YTD | +8.1% | -41.3% | +49.5% | +18.6% |
| 1Y | +4.7% | -58.8% | +63.5% | +23.6% |
| 3Y | +29.1% | -57.5% | +86.6% | +45.4% |
| 5Y | +6.9% | +12.9% | -6.0% | -7.3% |
| All | +66.9% | +383.3% | -316.4% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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