+29.3%
IYR vs BLDR
-56.4%
+85.7%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.8% |
| 7D | -0.9% | -2.7% | +1.8% | -0.5% |
| 30D | -2.4% | -14.7% | +12.4% | +0.1% |
| 3M | -2.0% | -20.8% | +18.8% | +1.2% |
| 6M | +2.5% | -35.3% | +37.8% | +9.4% |
| YTD | +8.3% | -40.3% | +48.6% | +16.7% |
| 1Y | +6.5% | -56.3% | +62.7% | +21.7% |
| All | +29.3% | -56.4% | +85.7% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling