+246.4%
IYR vs BLDR
+374.7%
-128.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | +0.6% | -3.0% | +3.6% | +1.1% |
| 30D | +6.6% | +20.1% | -13.6% | +2.3% |
| 3M | -1.8% | -17.5% | +15.7% | +1.3% |
| 6M | +1.4% | -16.1% | +17.5% | +3.4% |
| YTD | +10.5% | -41.0% | +51.6% | +19.8% |
| 1Y | +10.6% | -41.6% | +52.2% | +19.9% |
| 3Y | +41.8% | -50.8% | +92.6% | +53.9% |
| 5Y | +6.0% | -10.8% | +16.8% | -1.2% |
| 10Y | +86.7% | +486.3% | -399.6% | +9.2% |
| All | +246.4% | +374.7% | -128.3% | +8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling