+7.1%
IYR vs BLDR
+12.1%
-5.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.7% |
| 7D | -0.9% | -2.7% | +1.8% | -0.4% |
| 30D | -2.4% | -14.7% | +12.4% | +0.5% |
| 3M | -2.0% | -20.8% | +18.8% | +1.7% |
| 6M | +2.5% | -35.3% | +37.8% | +10.3% |
| YTD | +8.3% | -40.3% | +48.6% | +17.8% |
| 1Y | +6.5% | -56.3% | +62.7% | +23.5% |
| 3Y | +29.3% | -56.1% | +85.4% | +42.9% |
| All | +7.1% | +12.1% | -5.1% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling